How do you start a thread in Java?

Starting a thread in Java is accomplished using the start() method. When you create a thread, you often use the Thread class, and once you have an instance of it, to initiate the thread's execution, you call start(). This method is responsible for creating a new call stack for the thread and running its run() method in a separate thread of control, effectively allowing concurrent execution with other threads.

Calling run() directly does not start a new thread but rather executes the run() method in the current thread, which does not provide the benefits of multithreading. The other options such as begin() and execute() are not methods that belong to the Thread class or its functionality in Java. Thus, start() is the only correct choice for initiating a new thread in a proper way, utilizing Java's multithreading capabilities.