Support in Xlib and Xt for multi-threaded X programs is included in X11R6.
See the documentation for XInitThreads, XtToolkitThreadInitialize, section
2.7 of the Xlib specification, section 7.12 of the Xt specification, and the
article "Multi-Threaded Xlib," The X Resource, Issue 5, by Stephen Gildea.
The following discussion applies only to pre-R6 libraries:

You cannot use non-thread aware, non-reentrant libraries with threads.

If you must do this, you have only one choice: call the functions from the
initial thread only.

Why opening windows from other threads causes protocol errors can be
explained easily: you are accessing shared resources (the display
structure, the connection to the display, static data in the Xlib) from
a number of threads at the same time, without using any form of
exclusive access control.

[Thanks to casper@fwi.uva.nl (Casper H.S. Dik)]