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From the MSDN article on STAThread:
Indicates that the COM threading model for an application is single-threaded apartment (STA).
(For reference, that's the entire article.)
Single-threaded apartment... OK, that went over my head. Also, I read somewhere that unless your application uses COM interop, this attribute actually does nothing at all. So what exactly does it do, and how does it affect multithreaded applications? Should multithreaded applications (which includes anything from anyone using Timers to asynchronous method calls, not just threadpools and the like) use MTAThread, even if it's 'just to be safe'? What does STAThread and MTAThread actually do?
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Multithreading is the ability of a program or an operating system to enable more than one user at a time without requiring multiple copies of the program running on the computer. Multithreading can also handle multiple requests from the same user.
Although you can take advantage of multithreading to perform several tasks simultaneously and increase the application's throughput, it should be used judiciously. Incorrect usage of multithreading may result in high CPU usages or increased CPU cycles and can drastically reduce your application's performance.
Another example of a multithreaded program that we are all familiar with is a word processor. While you are typing, multiple threads are used to display your document, asynchronously check the spelling and grammar of your document, generate a PDF version of the document.
JavaScript is absolutely not multithreaded - you have a guarantee that any handler you use will not be interrupted by another event. Any other events, like mouse clicks, XMLHttpRequest returns, and timers will queue up while your code is executing, and run one after another.
Apartment threading is a COM concept; if you're not using COM, and none of the APIs you call use COM "under the covers", then you don't need to worry about apartments.
If you do need to be aware of apartments, then the details can get a little complicated; a probably-oversimplified version is that COM objects tagged as STA must be run on an STAThread, and COM objects marked MTA must be run on an MTA thread. Using these rules, COM can optimize calls between these different objects, avoiding marshaling where it isn't necessary.
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What that does it it ensures that CoInitialize is called specifying COINIT_APARTMENTTHREADED as the parameter. If you do not use any COM components or ActiveX controls it will have no effect on you at all. If you do then it's kind of crucial.
Controls that are apartment threaded are effectively single threaded, calls made to them can only be processed in the apartment that they were created in.
Some more detail from MSDN:
Objects created in a single-threaded apartment (STA) receive method calls only from their apartment's thread, so calls are serialized and arrive only at message-queue boundaries (when the Win32 function PeekMessage or SendMessage is called).
Objects created on a COM thread in a multithread apartment (MTA) must be able to receive method calls from other threads at any time. You would typically implement some form of concurrency control in a multithreaded object's code using Win32 synchronization primitives such as critical sections, semaphores, or mutexes to help protect the object's data.
When an object that is configured to run in the neutral threaded apartment (NTA) is called by a thread that is in either an STA or the MTA, that thread transfers to the NTA. If this thread subsequently calls CoInitializeEx, the call fails and returns RPC_E_CHANGED_MODE.
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