I know what they're for! I mean, I always knew that they were for winding thread (the clue is in the name) but I never got why. Your thread comes in a handy little ball right? And when I've used skeins of wool/yarn for knitting/crochet I've wound them into balls but this evening I learnt something new.
I'm working on a doily that is done in parts so a few more ends than I'd like. I don't like to do fiddly things while on my commute so saved those ends till I got home this evening. I recently got a book called The Complete Book Of Tatting by Rebecca Jones (thank you ebay) and thought I'd have a look through the non pattern pages (something I've been avoiding) to see if it had any good tips for ends. Anyhoo... it says that these thread winders are used to keep odds and sods of yarn tidy which may sound silly but when I get lazy I wind on more thread than I need and end up running out of shuttles. So far I have lengths of thread all over the show looking a bit shabby and now I know the answer!
I'm a simpleton.