How to start anonymous thread class

You’re already creating an instance of the Thread class – you’re just not doing anything with it. You could call start() without even using a local variable:

new Thread()
{
    public void run() {
        System.out.println("blah");
    }
}.start();

… but personally I’d normally assign it to a local variable, do anything else you want (e.g. setting the name etc) and then start it:

Thread t = new Thread() {
    public void run() {
        System.out.println("blah");
    }
};
t.start();