p
column and \parbox
also works:
\usepackage{multirow}
\begin{document}
\begin{center}
\begin{tabular}{|p{1.5cm}|l|l|l|l|l|}
\hline
\multirow{2}{*}{\parbox{1.5cm}{Long text to break}}
& Thing & \multicolumn{2}{|c|}{Thing 2} & \multicolumn{2}{|c|}{Thing 3} \\
\cline{2-6}
& sth 1 & sth 1 & sth 2 & sth 1 & sth 2 \\
\hline
\hline
\end{tabular}
\end{center}
\end{document}