I measured the RSS memory per thread: it's around 13.2 kB/thread. Oh, that's way lower than what I expected.

Script:

# 10: 9636 kB => 9756 kB: +12 kB/thread
# 100: 9476 kB = 10796 kB: +13.2 kB/thread
# 1000: 9552 kB = 22776 kB: +13.2 kB/thread

import os
import threading

def display_rss():
    os.system(f"grep ^VmRSS /proc/{os.getpid()}/status")

def wait(event):
    event.wait()

class Thread(threading.Thread):
    def __init__(self):
        super().__init__()
        self.stop_event = threading.Event()
        self.started_event = threading.Event()

    def run(self):
        self.started_event.set()
        self.stop_event.wait()

    def stop(self):
        self.stop_event.set()
        self.join()

def main():
    nthread = 1000
    display_rss()
    threads = [Thread() for i in range(nthread)]
    for thread in threads:
        thread.start()
    for thread in threads:
        thread.started_event.wait()
    display_rss()
    for thread in threads:
        thread.stop()

main()