New Thread sometimes doesnt start

Has anyone experience issue where when you want to run some code in other threads, the threads won run or wont get created when you start the scene (Hit Play in Unity)?

I am creating new Thread to create my chunks in, but it works 50% of the times. So a lot of times I enter game and nothing gets generated, like the thread wont start in first frame of scene initialization.

Not sure why.

Anybody has any experience with this?

as @multinfs pointed out, there was exception (error) inside thread in my code. This was not printed into console or I had no information about the error, until I try/catch the entire code inside thread.