When you write a sequential program, you are essentially specifying one order of instructions that will produce the correct output. With parallel program, you need to consider every possible orders and add the correct synchronization to prevent unwanted orders from happening. That's the difficult part.

As a programming model, threads don't really help you to achieve this. When there's a bug, your only option is pretty much to think very hard and try to figure out what happened. (Or to use gdb with scheduler locking, which is about as bad.)