Step 1: Recall the two textbook ways to start a thread in Java.
You can either write a class that extends Thread and overrides its run method, or write a class that implements the Runnable interface and hand an instance of it to a Thread object.
Step 2: Understand why calling run directly is a trap.
Calling run by itself is just an ordinary method call executed on the current thread, no new thread is ever created, you must call start on a Thread object for the JVM to actually spawn a new thread of execution.
Step 3: Confirm the correct option among the choices.
Callable is a related but separate concurrency tool used together with ExecutorService, and implementing the java class is not a real technique at all, so among the given options, implementing the Runnable interface is the genuine, standard way to create a thread.
\[ \boxed{\text{Implementing the Runnable interface}} \]