OK, massive spoiler incoming. Here you go
Thais' birth is chronicled in Caroline Spector's Little Treasures. Long story short, he's the son of Aina with Ysrthgrathe, a serpent-like Horror. Ysrthgrathe was obsessed with Aina and wanted to possess her body and soul (and of course feed from her eternal torment), and he was jealous that she would have a child with another than him.
(Here's Aina making the original deal with Ysrthgrathe in Scars. Yes, Aina's hair were originally black. It turned white as a side effect of dealing with Horrors.)
Ysrthgrathe came to Aina at a moment of emotional distress (a few days after he murdered her second child and destroyed her relationship with the child's father, Aithne Oakforest) under the guise of an elf she liked. Needless to say Aina was traumatized when she realized who she had been sleeping with. Ysrthgrathe enjoyed that a lot.
Against all odds Aina got pregnant and gave birth to Thais. Ysrthgrathe returned to claim the baby, but Aina managed to banish him, nearly killing herself in the process. After that she entrusted him to a blood elf, Vistrosh, and left. She knew if Ysrthgrathe was to return he would come for her, and try to take Thais again.
Baby Thais is described as half-elf, half-snake, with a white, translucent skin and beautiful, mesmerizing royal blue eyes. Despite his monstrous nature, there's something in that baby that causes everyone to love him, even a nasty piece of work like Vistrosh.
After that, nothing is known about Thais until the Fifth World.
In Worlds without End, Aina meets Thais shortly after the Wounded Knee massacre. Thais is the one who taught the Lakota how to perform the Great Ghost Dance, but magic was still to weak for it to work. His relationship with his mother is strained, although she clearly cares a lot about him. Thais is angry for being born a monster and being forced to live his life in hiding, and for the fact his father was "taken away from him". He tries to get worshiped like a god to receive the love he craves. He was worshiped in Indonesia as a "seven-headed snake god".
“They loved me,” Thais said. “It was just like in the old days. They looked at me and they didn’t see a monster—they saw me. I was trying to help them. All they wanted was to have their land back. I could give that to them.” He looked mournful. It made my heart ache. “I should have been able to give them that.”
He doesn't sound like a bad person, more like a rebellious teenager with a chip on his shoulder and a bit of a misplaced ego.
“I am what you’ve made me. There is no place in this or any other world where I may live peacefully. Why did you make me?”
Thais might be the one who taught Daniel Howling Coyote how to perform the Great Ghost Dance of 2017 -- this time successfully. But it's unconfirmed (as far as I know).
In 2056, when Ysrthgrathe returns, Aina and Harlequin meet Thais to know if his father has contacted him. He has, and has tried to win him over. While angry against Aina and asking why he should listen to her rather than his father, Thais still warns her that at least one other Horror has entered the world and encourages Aina to fight Ysrthgrathe, revealing what he knows of the Horror's plans.
Harlequin is rather annoyed by Thais' passive-aggressive attitude and doesn't hesitate to tell him to "grow up". Their interactions are pretty fun
[/spoiler]
