A quick and easy way to connect conductive thread to an Arduino is use some pins used in jewelry making. They fit perfectly in the pin header of your Arduino so you only have to stick your thread to through the hoop and tie a knot. The pins are called “kettelstiften” in Dutch and can be bought here: https://bykaro.nl/c-1277754/niet-en-kettelstiften/. Available in bronze, silver, gold and even a rose color for that extra finishing touch. You can also solder to them if you need.