Is their words that start with th?

Yes, there are many words that start with "th". Here are a few examples:

* Common words: the, then, there, these, they, this, that, think, thank, thin, thumb, through, throw, thread, thrill, throne

* Less common words: thwart, thrash, thresh, thimble, thistle, throng, thunder, thwart, thwack,

* Proper nouns: Thursday, Thames, Thomas

Is there a specific type of word you're looking for? Let me know and I can give you more examples!