You may use the watch list function on each thread which is located on the top right side of this thread and after clicking watch, you may check the thread on Watchlist located on top left of each page, infront of your profile name ( a little below it )
It will only show up on your "Watchlist" directly if something new happened since your last visit, e.g. a new post. Once you clicked Watchlist though you can select "edit watchlist" to find all threads on it. In that case you only have to remember the name to search through the list.
Its not perfect as a favorite system though as all threads you reply to get added to your watchlist automatically.