Thralls are human beings under mental control.
Rough thralls are under a crude form of mental control, that causes them to stand around looking blank until they are given orders. They are "sort of like zombies, but they still have to go to the bathroom," according to Bob. This sort of mental control is temporary and reversible.
Renfields[Footnote 1] are a type of thrall employed by the Black Court as cheap muscle. According to Bob, their free will has been completely removed by brute psychic force. That kind of mental damage destroys their sanity, and leaves them only good for "gibbering violence."
They can not be returned to normal—"gotten out of it"—not even the Original Merlin could undo it. Neither could any of the saints. A thrall can be freed over time, a Renfield can't. They get more and more violent and deranged until they self-destruct in a year or two. They can't be fixed, They're already gone, though they may be still moving.
Fine thralls may not know they're enthralled, and retain a good deal of their intelligence and free will. It takes a subtle hand, a lot of time and a certain amount of empathy, and results in a long-term mental control of the person—sort of like what Justin DuMorne did to Elaine Mallory. Unlike Renfields, fine thralls may be freed or recover over time.
In the series
In Summer Knight, Harry Dresden and Elaine Mallory discuss their past with Justin DuMorne. Justin had already made Elaine his thrall, then commanded Elaine to pin Harry down while he tried to invade Harry's mind to enthrall him.
In Blood Rites, Mavra has made a nest with her scourge under a homeless shelter through Undertown. She has made rough thralls of some of the shelter's staff to cover for them, and employs a half dozen Renfields along with darkhounds as guards.
Harry Dresden, Karrin Murphy, Jared Kincaid and Ebenezar McCoy go up against her and her Renfields and darkhounds, with the intent to kill her and her scourge while they sleep. They get ambushed while trying to free human captives. Dresden gets his hand badly burned.
In White Night, Harry Dresden and Carlos Ramirez are escorted by Lara Raith down a red carpeted pathway leading to the Deeps. Along the path are human thralls, kneeling, draped in white silk kimonos and tied with a single strand of white silk around the throat to poles. These thralls are intended to be "food" offerings to the guests of an impending White Court meeting of the different houses. Along the path with the human thralls were small faeries in cages forced to be lights for the path.