They are the threads filled with people who generally come to the boards and check in with people they know and enjoy in those particular threads.
What I will never understand is why they are called "clique" threads. I've ventured into a few of them and they have always been very warm and friendly to me. To me, "clique" infers that no new people are allowed. It suggests that they already have their friends and others aren't welcome, which I haven't seen to be the case at all.
I also don't understand why people are bothered by whatever number of them might be on each page. If I'm not interested in them, I just keep scrolling down until I find something I am interested in.