When a Thread is posted, every response after the first post appears in a separate feed which allows everyone in the Thread to discuss a topic in more detail without interrupting the main conversation.
Below are several miscellaneous options which deal with how Discord uses your data.
Choose which setting you want.
This all happens without interrupting the football talk, either with rugby talk or with spirited arguments about which channel the rugby talk belongs in.
This is the symbol at the upper left corner of the Discord window.
This is useful if you want your friends to send you content that might be considered explicit or inappropriate in normal conversations.