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//Bad
public static void Main()
{
  try
  {
    new Thread (Go).Start();
  }
  catch (Exception ex)
  {
    // We'll never get here!
    Console.WriteLine ("Exception!");
  }
}
 
static void Go() { throw null; }   // Throws a NullReferenceException

//Good You need an exception handler on all thread entry methods.
//An unhandled exception may cause the whole application to shut down
public static void Main()
{
   new Thread (Go).Start();
}
 
static void Go()
{
  try
  {
    // ...
    throw null;    // The NullReferenceException will get caught below
    // ...
  }
  catch (Exception ex)
  {
    // Typically log the exception, and/or signal another thread
    // that we've come unstuck
    // ...
  }
}