Yeah, it's chocked full of CORS violations. If you turn off tracking protection it loads, but you aren't missing anything, it's just the word "Threads" a basic webgl animation and a QR code to install an app.
Yup, the main link (Zuck's message) just shows me a threads icon and nothing else in Firefox. The threads.net top level page doesn't show anything at all. I don't see how this is supposed to be a Twitter killer when it doesn't even load!
I think you have to turn off Enhanced Tracking Protection (and the Firefox Container extension, if you have that) so that it can load data from the other Meta domains.
Doesn't work for me on mobile. I'd assumed it was a uBlock Origin or other privacy protection problem. (When I saw this was some Meta thing I lost interest in figuring out why it didn't load in that browser.)