Aetheric threads are a physical phenomenon known to effect those travelling between different planes of existence. They are referred to by Immenizz, an impling found by players in the world of Puro-Puro.
According to Immenizz, aetheric threads cause those travelling via the crop circle network to always return to their original location when leaving Puro-Puro. Crop circles typically change their location periodically by moving across random wheat fields across Gielinor. However, because of the aetheric threads, those that originally entered Puro-Puro always return to the same field they originally came from, even if the crop circle has changed locations. Essentially, the threads "anchor" inter-dimensional travellers to a specific location in their original plane of existence.
Aetheric threads presumably play a role in inter-dimensional transportation in general. However, their cause and nature remain largely unknown. The term "aetheric" suggests an association with natural philosophy and metaphysics.