If you do not know a sound, your brain filters it out when you hear someone using it. That is why it is crucial to teach sounds that do not exist in students’ mother tongue. Moreover, Adrian Tennant at www.onestopenglish.com claims that you should learn to hear and say the new sounds at the same time as the fact that you can produce the given sound makes it simpler for you to hear it. Ideal for this is the book Ship or Sheep. But the book is rather expensive and so you can try out similar exercises here which are free.
Voiceless th sound – video
Voiceless th sound – mind map
If you find the picture of the mouth showing the production of the TH sound too small here is the same picture again in a bigger size:
Voiceless th sound – games
The first game is a bit easier. First listen to the demonstration of the different sounds and then listen and complete the sentences with the correct words. If you pass the test you can play the game called Math Pop. But you have to pass the test first :-).
The second game is slightly more difficult. You will hear five sentences each time and you have to decide which sequence you have heard. If you pass this test you can reward yourself with the game called Angry finches. Good luck.