To solve this question, the user needs to have knowledge about the Thread class and its methods.
The Thread class is a built-in class in Python that is used to create new threads of execution. A thread is a lightweight process that runs concurrently with other threads in a process.
When creating a subclass of the Thread class, the run() method is the method that is executed when the start() method is called on an instance of the class. The run() method contains the code that will be executed in the new thread.
Therefore, the run() method is necessary in a class created as a subclass of Thread class.