I learned this method many years ago from my Syrian friend and thanks to her it takes now only few minutes to pluck my eyebrows :) It goes way back as an ancient method of hair removal which originated in parts of India.
It's little bit difficult to explain and hard to imagine but the cotton thread is twisted and rolled along the surface of the skin catching the hairs and then pulling them quickly from the follicle.
Apparently, it's more precise than waxing plus it doesn't use any chemical ingredients, wax or cream so it's a very natural method of removing the hair around your eyebrows. You can also use threading on other facial hair too.
Not going to tell you it doesn't hurt but it's not as painful as any other means of shaping your eyebrows plus it removes one clean line of hair at once, making it quicker and easier than using a pair of tweezers.