What is a thread exit code?
There actually doesn't seem to be a lot of explanation on this subject apparently but the exit codes are supposed to be used to give an indication on how the thread exited, 0 tends to mean that it exited safely whilst anything else tends to mean it didn't exit as expected. But then this exit code can be set in code by yourself to completely overlook this.
The closest link I could find to be useful for more information is this
Quote from above link:
What ever the method of exiting, the integer that you return from your process or thread must be values from 0-255(8bits). A zero value indicates success, while a non zero value indicates failure. Although, you can attempt to return any integer value as an exit code, only the lowest byte of the integer is returned from your process or thread as part of an exit code. The higher order bytes are used by the operating system to convey special information about the process. The exit code is very useful in batch/shell programs which conditionally execute other programs depending on the success or failure of one.
From the Documentation for GetEXitCodeThread
Important The GetExitCodeThread function returns a valid error code defined by the application only after the thread terminates. Therefore, an application should not use STILL_ACTIVE (259) as an error code. If a thread returns STILL_ACTIVE (259) as an error code, applications that test for this value could interpret it to mean that the thread is still running and continue to test for the completion of the thread after the thread has terminated, which could put the application into an infinite loop.
My understanding of all this is that the exit code doesn't matter all that much if you are using threads within your own application for your own application. The exception to this is possibly if you are running a couple of threads at the same time that have a dependency on each other. If there is a requirement for an outside source to read this error code, then you can set it to let other applications know the status of your thread.
As Sayse mentioned, exit code 259 (0x103) has special meaning, in this case the process being debugged is still running.
I saw this a lot with debugging web services, because the thread continues to run after executing each web service call (as it is still listening for further calls).