Another way is to use the 'Quick Links' option at the top, then choose 'Subscribed Threads'
Unless you have changed your settings when you take part in a thread it will be added to your subscribed threads list and you can quickly get back to them from that option.
Following a question from someone else, I've just created a new posts with tips for beginners to forums including using the 'Subscribed Threads', the 'User CP' (which lists updated subscribed threads), Today's Posts or New Posts options.
New To Forums? - Here's how to get started