Pros
It has been an honest joy and pleasure to work at Thresher. The CEO is a former management consultant and she lives her practice. Expect dedicated attention to career development, transparency in strategic planning exercises, and a company that makes a conscious effort to live its values. Thresher has a "safe-to-fail" culture that encourages and enables innovation. Our work has impact, and reaches an audience that would be largely inaccessible working within a large bureaucracy. There is plenty of room for growth within the company, and employees have the space to expand and change their role over time. The technology we work on is cool, applying cutting edge research in NLP. Thresher was built to be fully-remote from Day 1, so working virtually is less of a hassle and not a career hit the way it might be in a mixed in-person/virtual company. Overall culture is great - you work with a bunch of your friends to solve challenging problems.
Cons
Small start-ups aren't for everyone. Thresher employees wear multiple hats, need to be comfortable with imperfection, and juggle many priorities. They also need to be introspective and assertive about the working environment needed to be successful. These were more pros than cons for me, but might not match up for others.