Former Thresh main from Bronze here.
Shortly: Thresh is harder, riskier, more aggressive gameplay. Blitz is easier, less risky, safer.
Long one:
I would advise to learn Thresh as he has hooks, amazing versatility, hooks, design, gameplay, hooks... Awww. That sound of landed hook is most enjoying part of playing him. And if you climb higher he will be much better choice to main on support role due to utility he provides. Once you learn Thresh Blitz is easier to learn, so you can just play both. What I used to do is I would ask if my adc picks his main or not. If he picks main I would mostly go Thresh. If he plays champ that he is not too comfortable with I would pick Blitz or smth else. Also I used to spam Blitz on my promos whenever I can.
The problem with Blitz is that he is banned very often in low elo. So investing your time into Thresh is definitely a good option. But one thing. Its just... bronze. Once you learn him well you will want to do flashy things. And when you try to do it, you will fail a lot bc they don't pick up fucking lantern fast enough. I mean they try or even do pick it up, but it might require them to do it very fast to do what you want. Or its not even about lantern. Some of those don't know about level 2 Thresh all in and just don't react fast enough. So for that I think it is great to find good duo. Preferably Draven/Caitlyn/Jhin main. Whenever you see those just pick Thresh with ignite, go superham and enjoy taste of enemy tears. And hooks too. Mmmm... that animation of helpless enemy with hook on their neck... and you pull em right into box with sound of deathly laughter. So delightful agony.
You get the idea xd. glhf!