This is an Inbox+ feature, which is currently in Open Beta. Please note that this feature is in active development and functionality or specific directions outlined in this FAQ may change.
To keep your group chat organized and make it easier to follow conversations, you can create threads to help you reply to specific messages.
To create a thread:
From, the Inbox section, hover over the message you'd like to reply to and click on the message icon
Draft your message and click send