Tip: See my guide to the 
MostPopular etymologies of the kind that “threshold” was a plank placed at the doorway to hold pieces of grains inside during threshing (getting rid of inedible parts of grains) are unfortunately completely wrong—the word comes from Old English þrescold.
Be that as it may, you can still use the popular etymology to remember that it is indeed pronounced as “thresh-hold”, i.e. /ˈθrɛʃhəʊld/ (thresh-həuld) in the UK resp. /ˈθrɛʃhoʊld/ (thresh-hoh’ld) in the US.
For native speakers, the major challenge is naturally its spelling, not the pronunciation. There’s no way around learning by heart that the word is spelled without the “h”, although it is there in pronunciation.
