A thread dump contains information about what the application is doing at a particular point in time and how the application arrived in that state. For certain kinds of problems, a thread dump is the most important information to attach to a problem report. Examples of problems for which thread dumps are very useful are situations of hangings or slow performance and when unexpected dialogs appear.
To take a thread dump, use the tool called jstack which is part of the JDK. Redirect the output to a file.
jstack -l <pid> > <file>
Here is an example of what it could look like on Windows:
jstack -l 2148 > D:\temp\dump.txt
On Windows you can find the pid (process id) of Eclipse from the Details tab of the Task Manager.
For more information (including alternative procedures for getting a thread dump), see this page.