When you reply to a thread there is a box that can be clicked next to <font color="blue"> Add this thread to my favorites. </font> Put a check in the box before you click on the Continue box.
You can also receive emails of threads that you do not reply to by clicking on <font color="blue"> Favorite Thread (toggle) </font> at bottom of page. I have also used it to turn off a thread I did not want to receive any more emails from.