Pick Blitz if you want to keep your sanity.
Thresh is a really fun learning experience, but he gets a lot of harassment starting out (first 40 games I think). Then after that you'll fly under the radar. Then, if you really master him, you'll hit a one of the worst brick walls in league:
Your team's followup. In Threshspreak we call it, 'why didn't you click the lantern?'
It's a common joke, but there's little as frustrating as losing game after game because you decided to make a clever lantern play which just confused your teammates. And it's hard to resist making them, because they make sense.
Blitz is a LOT of fun in his own right. Just don't hook someone who can engage or instakill your squishy.
Also, tbh, Blitz is hook; Thresh is hook and peel. Try to learn one thing at a time, so start with Blitzcrank.