Many of us grew up with parents that told us it's rude to stick our tongues out at people. I'm here to tell you that these words of wisdom did not apply to when you need make to make the sound /th/.
So many people seem to be scared to open their mouths when they speak or let anything other than a sliver of teeth show when they mumble through their words. Watch yourself in the mirror. When you make the sound /th/ you should be able to see the tip of your tongue pointing out between your teeth. If you can't, you are most likely making a /d/ or /t/ sound which is incorrect according to the most common pronunciation guides.
Here are a few sentences you can work on to practice the /th/ sound:
I'm thinking of 3,333 things
Tim the thin twin tinsmith
Lesser leather never weathered, wetter weather better
Thank the other three brothers on their father's mother's brother's side