in User CP, go to Edit Options, then in the section Default Thread Subscription Mode, pick something other than "do not subscribe".
For threads you've already posted in, you'll either have to post in them again, or manually subscribe to them. (Click on your username next to any of your posts, and you have the option to search for all your posts. From there you can subscribe to those threads individually.)
Then you'll be able to go to "quick links" (top navigation area, bottom row, on the right). Click on "subscribed threads".
Imagine a pathologically idealistic, anti-religious, culturally-relativistic, iconoclastic, socially-irreverent, sociologically-progressive signature line here. Or don't.