Looks like they'll be harvesting your data if you follow anyone from Threads, maybe even injecting ads. Unsure what happens to the data of people that get followed by a Threads user. A large part of the fediverse is here precisely because they want to escape corporate meddling, data-hoarding, advertising and other anti-user malpractices. There's a number of people talking about this, here's a recent post that highlights some of the things from their TOS.
As an example of the type of user Threads homes, LibsOfTikTok are active members.
A large part of the reason I came to and enjoy the fediverse so much is that all that right-wing hate is not on here and I don't have to wade through it. I really appreciate the fact that there is this one place online where I don't have to be continually exposed to all that conspiracy-laden, right-wing, christo-fascist hate.