Doesn't a Process start a Thread?
A Thread being a Process in action.
There's a lot of variation between the terms depending on OS. Generally though, when a process is created, at least one thread is created with it that can execute code, however, as gkm said, multiple threads can be created in one process the one initial thread can create one or more threads, which each could conceivably also create one or more threads - these are all part of the same process though. A process is generally about resource control for a task - OS resources (file handles, page tables/address spaces, inherited core affinities, etc.) are assigned at the process level and shared by the threads within that process. Processes can create other processes too, and may be killed when the parent process is killed (there's generally a way to control this life-scope dependency on process creation).
Windows tends to be more explicit about what it calls a process and a thread (threads are part of processes and each are explicitly different data structures in the kernel) - in many ways, at the kernel level Linux treats threads and processes the same - the difference being how they are forked (with a new address space, resource table, etc. vs cloning that of the creating thread). OS apps like "top" will present a view of either threads or processes (optional), where threads sharing the same address space and resource table are lumped together into a "process".
As gkm said, threads generally get time sliced access to the CPU cores - this also happens on multi-core systems.
Tl;dr - only threads create anything, since they're what execute. They can create threads, and they can create threads that have their own OS resources (page tables, file handles, process struct, etc.).
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