Almost certainly your browser has a bookmarks feature.
As for a way to do this within the forum software, if you click the "Receive Emails" button on the top right corner of a thread and select "Receive Alerts", "Receive Emails", or "Receive Emails and Alerts" then you will be able to find a list of all the threads you did that for like this:
- Click your profile picture in the top right corner of the Arduino webpage.
- Forum Settings > Edit
- Settings > Notifications > Watched Topics