Where should I start a new thread when the django server starts
I think this is generally a bad idea. You shouldn't have that kind of periodic threads running in the frontend process.
I would create a management command that will do the processing. Then I would set up a cron job (or any other mechanic provided by the hosting) calling the management command. This way you divide the work to logic places and you can also test the processing much easier.
I need a thread running when I start my django server, basically the thread just periodically processes some items from a database.
Where is the best place to start this thread.