Mention gdb thread ID in thread messages

Currently the "new thread" message that gdb might print does not
include gdb's own thread ID -- so, if you want to reference the
thread, you must first use "thread find" or "info threads".

This patch changes the announcement to mention the thread.  The
thread-exit message is also updated.

I chose to have it display like this:

    [New Thread 0x7ffff7cbe6c0 (LWP 1267702) (id 2)]
    [Thread 0x7ffff6cbd6c0 (LWP 1267703) (id 3) exited]

... with the 'id' coming later, because it's somewhat of a pain to
wedge the thread id just after the "thread" string where (IMO) it
would more naturally belong.

Bug: https://sourceware.org/bugzilla/show_bug.cgi?id=19584