Should I have to really use ThreadStart to start the thread?

No not at all !!! See the below example. Here the compiler automatically generates the ThreadStart delegate for you. Thanks to C# short cuts.

namespace My_Samples
{
    using System.Threading;
    using System;
    using System.Diagnostics;
    using System.Reflection;

    class Program
    {
        static void Main(string[] args)
        {
            //Without Thread Start. Implicitly Compiler declares ThreadStart for you.
            Thread thread = new Thread(MyMethod);
            thread.Start();
            Console.WriteLine(GetMethodName());
            Console.ReadLine();
        }

        static void MyMethod()
        {
            Console.WriteLine(GetMethodName());
        }

        private static string GetMethodName()
        {
            StackTrace callStack = new StackTrace();
            StackFrame frame = callStack.GetFrame(1);
            MethodBase method = frame.GetMethod();
            return ">>>" + method.DeclaringType.FullName + "->" + method.ToString();
        }
    }
}