A Thread is the 'Question' link in the index
A Post is the individual questions/comments/replies/answers that you see when you click on the Thread in the index

EXAMPLE:
This whole page (and as many pages as are needed to show all the comments related to your question) is/are the Thread, while each of the comments by individuals is a Post.


As to the page numbers - if they are part of the Header and Footer section, then they will look 'greyed-out' when you are in the main document. If you wish them to be more bold, then you can go to the print preview, or Reading pane to see them better - or double click to open the Header and Footer pane (where you could change size and colour - this will effect them all!)

Hope that helps!