I've seen several other polytheist types referring to "following the thread" as a sort of meditation or devotional practice by means of starting with some relevant web page and following link after link to see where connections lead. Sannion does it, and two or three posters on the Polytheism Without Borders forum have independently coined the phrase.
I do something like it, I suppose, but for me it's much more like an orb spider's web. I start with one page, and open five or six links off that, and then five or six links more off of those… and eventually they start linking up with previous webs. The other night, it was Helen, daughter of Leda, Lady of Sorrows (I swear, I am going to stop calling her "of Troy"), for whom I have decided to start a hero cultus.
She was kidnapped by Theseus towards the end of that king's reign, and quite possibly poor, doomed Iphigenia is her daughter by him, given to Clytemnestra to raise so that Helen could continue to claim she was a virgin after her brothers the Dioscuri (Castor and Polydeuces; like Helen and Clytemnestra, Polydeuces was fathered by Zeus and Castor by Tyndareus, and when they died they shared Polydeuces' immortality between them) rescued her. That links her to Ariadne, also carried off by Theseus, only to be abandoned by him, and she either hanged herself or sailors took her to Naxos, where she met Dionysos, who loved her and made her immortal. It links her to Medea, who was the wife of Aegeus, king of Athens and Theseus' supposed father (the other option is Poseidon), and whose story mirrors Ariadne's so well; she was driven out of Athens by Theseus and Aegeus. Further, Helen, Ariadne, and Arachne were all, in some accounts, hanged from a tree, and all were made immortal after death in some fashion. Helen was either enthroned as a goddess or transported to Elysium and the Isle of the Blessed, there to feast beside her husband Menelaus, or possibly Achilles, for some reason. Ariadne became wife to Dionysos of course, and he made her immortal, perhaps after he rescued her from the Underworld, or perhaps simply after finding her on the shore. Arachne's immortality is the long line of spiders descended from her.
This connects Helen to every one of the figures I'm trying to learn more about, to properly give them honor, except for Circe. But Circe is aunt to Medea, and they have much in common, witches and poisoners and priestesses of Hekate.
Helen, after all her adventures and kidnappings and voyages, was finally returned to Sparta, where she was born, and where her husband Menelaus ruled only by right of his marriage to her. When he died, his sons by other women (despite the fact that it was Helen who was of the royal line of Sparta, and Menelaus held it only by right of being her husband) drove her from the city. She fled to her girlhood friend Polyxo at Rhodes. But Polyxo's husband Tlepolemus had died at Troy, and Polyxo blamed Helen for it. Determined to revenge herself, Polyxo sent servants disguised as the Erinyes to set upon Helen while she bathed, and the hanged her from a tree.
Arachne, of course, hanged herself from shame after Athene struck her with her shuttle as punishment for the scandalous scenes of the gods she had woven, and for the hubris of refusing to acknowledge that her skill at weaving came from the goddess. The goddess then sprinkled her with the herbs of Hekate -- connection back to Circe and Medea, both of whom also used the herbs sacred to Hekate for transformations, protections, and other purposes -- to turn her into a spider, either out of pity for the girl, or out of hate and vengeance. (I prefer the former reason.)
Ariadne hanged herself out of grief for being abandoned by Theseus, and that and the thread she gave him echoes back to Arachne as well. She has a more tenuous connection to Circe and Medea, but Ariadne joins Dionysos in his rites, and Hekate joins them as well, when they're held among the dead in the Underworld, where is give the light of her torches to the proceedings, illuminating the the eyes and minds of those who dance, alive or dead or divine. From Hekate to her priestesses is an obvious jump, but the connection is at several removes, being Ariadne -> Dionysos -> Hekate -> Medea and Circe. Or you can take the route of Ariadne's parallels with Medea, and jump from her to Circe.
Circe remains much on her own, connected directly only with Medea. This will require some work.
So. The figures I am setting out to study, whose stories keep connecting, mirroring and intertwining, are: Circe and Medea as Hekate's priestess and witches, Ariadne as Dionysos' wife, Arachne as weaver and spinner, and Helen of the Sorrows, patron of erased women.
I think that rather than following the thread, what I do is walking the webs.