Lambda-facilitated threading. Why is Thread's parameter so weird?

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This code snippet is from this lesson of Learn Intermediate Java

CrystalBall c = new CrystalBall();
questions.stream()
.forEach(q -> {new Thread(() -> c.ask(q)).start();});

I understand much of it. But what I don’t understand is why Thread’s parameter looks so odd. Why couldn’t it be just Thread(c.ask(q))? Could you please tell me what the purpose of this seemingly pointless lambda expression () -> is?