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Dalek Thay was a member of the Cult of Skaro, former Commandant of Station Alpha, and first Dalek to encounter the Cybermen during the Battle of Canary Wharf in 2007. Thay was tricked into identifying himself by the Cybermen after both sides refused to "identify first." Thay spoke in a mid-pitched voice similar to Sec, lower than Jast and higher than Caan. (DW: Doomsday)
In 1930 in New York City, Thay originally had strong feelings against the Final Experiment, claiming that it was against the Dalek ideology of racial purity, but eventually conceded that it was necessary for survival. To complete the Empire State Building before the gamma strike would hit Earth, three of the back plates of Thay's casing were removed and attached to the building's mast, being replaced with iron as the bonded polycarbide of the plates was required to attract the gamma strike. (DW: Daleks in Manhattan)
The Dalek-Humans, after Gallifreyan DNA was mixed with their Dalek and Human DNA in the "Final Experiment", questioned orders and revolted against their Dalek masters, destroying Thay and Jast. (DW: Evolution of the Daleks).
Personality
Dalek Thay had the second lowest pitch voice of the Cult and always seemed to want the Dalek race to be "pure" as demonstrated during the Final Experiment. He seemed very loyal to Dalek Caan when they revolted against Dalek Sec and did not hesitate to exterminate anyone who stood in their way.