Kuva Thralls in Warframe are the henchmen of Kuva Liches, powerful personalized enemies that can torment Tenno as they attempt to figure out how to kill them. For anyone with an active Kuva Lich, finding a Thrall is easy. All you need to do is load into a mission in a node controlled by your Kuva Lich, and assorted Thralls will spawn in during the mission.
They will be marked on the screen with a red waypoint, making it easy to track them down, strip away their health bar, and then kill them using a Mercy kill.
For newer players, the whole Kuva Lich system might be new to you, so will go through everything you need to know, with plenty of links to other guides for more information. The first thing you will need to do is play the game up to The War Within quest, after that, you will be able to access the Kuva Lich content.
The first step after finishing The War Within is to find a Kuva Larvling. These can randomly spawn in any Grineer mission, but we prefer Cassini on Jupiter because it is a very quick capture mission. The Kuva Larvling will spawn in the mission, and a waypoint will appear. Follow the waypoint, then kill the Larvling, and it will drop to its knees. An icon will appear over their head, showing you which weapon the Kuva Lich that will spawn will have. If you want the weapon, kill the Larvling with a Mercy kill. If not, rerun the mission until you get a weapon you like.
Now that the Larvling is dead, the Lich will spawn, and take over some nodes on your Star Chart. THese will be marked by a red cloud of Kuva surround the planet and the nodes. These nodes will spawn Kuva Thralls when you play missions on them, so just head to one of them, find a Thrall and kill it.
We would suggest reading through the two linked guides above, as they will give you much more information about the Kuva Lich system, which can seem pretty deep when you first start playing through it.