First I recommend to backup your template.
From now, and in continue my Blogger themes will have Thread Comments enabled.
For existing templates use the tutorial below how to add thread comments.
Go to edit HTML
- Older Dashboard, Design > Edit HTML > Expand Widget Templates
- New Dashboard, Template > edit HTML > Proceed > Expand Widget Templates
Find each code
<b:include data='post' name='comments'/>
and Replace with
<b:if cond='data:post.showThreadedComments'>
<b:include data='post' name='threaded_comments'/>
<b:else/>
<b:include data='post' name='comments'/>
</b:if>
Save and you are done.