In common use, it's mostly a matter of size, strength, thickness, and use.
A "thread" is very thin. You can put it through the eye of a needle. You can use it to sew clothes together. You can easily break it with your fingers.
A "string" is thick, maybe 1 mm. It is used for securing things. It is strong. It is too thick to go through the eye of a needle. You don't use it for sewing. You use it to tie packages.
A "rope" is even thicker and stronger. It might be one or two cm. thick. You might use it to tie something to the roof of a car. It's used on boats.