What did Thallus say?
There is kind of a problem with trying to work out what Thallus said because everything he has written down has been lost (or destroyed). We know he has written some things (or maybe one epic thing), based off what others have said about it.
The Jesus connection with Thallus comes from a Christian writer, Sextus Julius Africanus (180-250 AD), who responds to Thallus when he said that a solar eclipse happened when Jesus died. See what an ear full Thallus gets for making this claim:
In the third book of his Histories, Thallos dismisses this darkness as a solar eclipse. In my opinion, this is nonsense. For the Hebrews celebrate the Passover on Luna 14, and what happened to the Saviour occurred one day before the Passover. But an eclipse of the sun takes place when the moon passes under the sun. The only time when this can happen is in the interval between the first day of the new moon and the last day of the old moon, when they are in conjunction. How then could one believe an eclipse took place when the moon was almost in opposition to the sun? So be it. Let what had happened beguile the masses, and let this wonderful sign to the world be considered a solar eclipse through an optical (illusion). - George Syncellus in The Chronography
There are two issues with this quote. (1) We of cause do not have a direct quote by Thallus, just a Christian response to whatever he said. (2) We also don't have any exact copies of what Sextus Julius Africanus wrote (which is why the author of the above quote isn't Africanus). We again have to go back through another historical source to learn about the writings of Sextus Julius Africanus.
More to come.