It's pretty self-explanatory James.
If you look at the thread headers, they have a short explanation under the header.
You should be able to decide for yourself the best option in just a few seconds for each thread you wish to start. Be aware that you don't need to start a new thread just to post a new message - sometimes you can use one of your threads that you previously started or just post a thought on an existing thread if you wish to make a comment to someone in an on-going conversation.
As you use the system more, you'll become more comfortable with it and soon you'll be a pro. Just take your time and have fun.
Hope to see some of your work soon.
- RCT