The THS is one of the English sound combinations that can be tricky. One tip that will help: keep your tongue relaxed. A relaxed tongue is necessary to make the TH. If the tongue has tension in it, the TH will sound like a stop consonant rather than one that can be continuously held.
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The combination of the th [θ] and ss consonant sounds can be tricky. I often hear it pronounced ‘th,’ simply without the S, as in ‘month,’ when it should be ‘months.’ For example: 2 month, 3 month. Well, that’s singular, and of course we need to say the plural, thss. Both of these sounds are unvoiced. That means you make the sound only by passing air, no sound actually produced in your vocal cords. For the th sound, the tongue comes through the teeth. Th, th. So to make this sound, you simply pull your tongue back into your mouth while you keep the pressure of air coming through. Thss, thss. Months, months.