Besindes tests, PR also needs documentation and a better definition how and when the hook is called.

* IMO it should be called after profiling and tracing hook, so non-trivial hooks can be profiled and traced.
* It's important to define and document, which thread runs the hook (calling thread or new thread).
* Since the hook is designed to monitor thread creation, would it make sense to pass the thread object to the hook?
* How does the hook behave when the callback raises an exception?
* Is a single hook good enough or should the API behave more like atexit, which supports an abitrary amount of hooks?
* Instead of just a creation hook, how about lifetime hooks are also called when a thread ends?