There are actually two different "th" sounds in English, but they are very similar. Both "th" sounds are made putting your tongue between your teeth so that the tip of your tongue is touching the tips of your top teeth. Now you can make a "th" sound by blowing are through your teeth. You can check to see if you are doing it correctly by using a mirror. You should be able to see your tongue when you say words such as "this", "the", and "that". If cannot see your tongue, yo u may be putting your tongue behind your top teeth instead of touching the tips of your top teeth.
If you put your tongue behind your top teeth, you will make a /d/ or /t/sound instead of a "th" sound. If it sounds like you are making an /s/ or /z/ sound, it is also because your tongue is behind your teeth. Make sure you are touching your teeth with your tongue!
There is a difference, however, in the "th" sound in "the" and "breathe" and the sound in "thigh" and "breath". What is the difference?
In "the" and "breathe", we use our voice when we make the "th" sound. Try to make a "th" sound using your voice. If you put your hand on your throat, you should feel the vibration.
The sound in "thigh" and "breath" is made without using our voice. If you put your hand on your throat when you are making this sound, you will not feel anything moving