Not providing a :NAME parameter to MAKE-THREAD will currently fail:
CL-USER(1): (threads:make-thread (constantly t)) Debugger invoked on condition of type TYPE-ERROR: The value NIL is not of type STRING.
Funnily enough, explicitly providing NIL kind of works:
CL-USER(2): (threads:make-thread (constantly t) :name nil) #<THREAD "NIL" {1EEB372}>
But, as you can see, the passed NIL is taken as a string designator, but probably shouldn't.
-T.