This is my first Guide, so don't spit on me if some things are not like you used to ;)

From my first impressions, I think Thrall is a really tanky Assassin. There are a few playstyles which allows him to do more single-target damage or to heal the **** out of it all.

I decided to make a Guide for the CC-Damage-Build, which should work pretty fine, I think.
Feedback is also helpfull! So give it a thumb :)

So the Guide is about to skilling the most talents that have to do with the Feral Spirit.
The idea behind this is, you can root every 4 seconds (round about with good timing) and make it a hard time for the enemy team in teamfights.

So the playstyle is like: run towards the enemy, root him, give DoT, DMG on him, root again....

With this you can focus a single target pretty good.

Frostwolf Resilience
The "passive" heal is necessary to endure the incoming DMG of the enemy. You should keep an Eye on it.

Chain Lightning
This is used as a filler that does DMG as well as it adds a Stack of Frostwolf Resilience which let's you endure longer.

Feral Spirit
This is the core attack of this Build. The root is pretty awesome and the DMG it does to your target and the targets within its Path is good.

Windfury
This is your DMG booster as well as your "Oh-****-Button". You should use it wisely.

Earthquake
This is for the time when the **** hits the fan. In teamfights you can slow all enemys really hard and in combination with your Feral Spirit nobody gets away. I think the 70% slow will be nerfed but at the meantime it's pretty hard.

Sundering
This is also good but I think for this Build the knockback is not good, though the Damage is pretty high.
I prefer the Earthquake because of the tons of CC.

Level 1: Rabid Wolves

I chose this because the gain of 3 Stacks of Frostwolf Resilience is quite good and let's you get healed often. You will use the Feral Spirit very often so this keeps you alive as long as the fight is going on.

Level 4: Envenom

This is still one of the most used Damagedeals of the Game. It can finish what you've undone and give good Damage within the fight. It also is a scaling reliable Damage that is able to burn away half of your opponents Health, if you use it on a squishy target like e.g. Jaina.

Level 7: Battle Momentum

Your Mainattack, the Feral Spirit has a huge CD on it, so you skill this and do melee-dmg to set down the cooldown. In combination with the level 13 talent Restless Wolves, it's awesome. It also reduces the cooldown of all your other skills, like Windfury.

Level 10: Earthquake

I chose this because it adds a wonderfull CC to your Feral Spirit. You will use it often in Teamfights but with Battle Momentum you can also use it against a single target. The slow isn't there the whole time. There are like "slowing waves". But with Feral Spirit and the right timing, you can almost immobilize your target. You do damage to the enemy with the Feral Spirit and he's rooted for the time the next slowing wave is incoming. With that you can let your team doing tons of Damage as well as killing your fleeing single target.

Level 13: Restless Wolves

This is the second Part of Battle Momentum. Everytime you hit the Enemy, your CD is halfed. Doing a few melee hits after that and you have your Feral Spirit available again and the same goes on from the start. With this you can root your target almost every 4 seconds. This is pretty awesome!

Level 16: Blood for Blood

This is to damage your enemy as well as give yourself a nice heal in the meantime. Your incoming heal of Frostwolf Resilience is quite enough but if you can do damage AND heal yourself with the same item, that's not to beat. Also you can give your target the rest if it manages (somehow) to escape or you're out of mana and can't get the job done :)

Level 20: Earthen Shields

At level 20 you have the Choice: Earthen Shields or Bolt of the Storm. I prefer Earthen Shields because the Shielding of your allies is a nice feature. If your aleady have a good healer, so the shield is unnecessary, you can go with Bolt of the Storm which helps you to track down low life opponents or get into the right position for Earthquake. I think that's a question of your Setup.

That's it!
I hope you enjoy this Build as much as I do and give it a thumb up. Since this Hero is very new, there are some tweaks or mechanics that are more reliable in the future. But it's all about the team setup.

If you have suggestions or think an other talent would be more usefull, use the comments! I'd also like to improve this one.

Thanks for the attention!