What is the difference between an ordinary photon and a thermal photon? Do thermal photons act as an exchange particle for any forces similar to an ordinary photon which acts as an exchange particle for EM interactions?
An enclosed cavity near thermal equilibrium at some temperature will be filled with blackbody radiation, which has a well-defined spectrum that depends only (!) on the temperature of the cavity. If you poke a small hole in the cavity, some of those photons will leak out of the hole as thermal radiation.
For instance, the pupils of your eyes are dark because each of your eyes is an opaque cavity with only a single, relatively small, opening; your pupils are emitting infrared radiation, which depends on the temperature of your eyes, but your retina isn't sensitive to it. More interesting perhaps is the glow from a hot oven or a kiln at a much higher temperature, or from other "red-hot" or "white-hot" objects, or the exceptionally cold blackbody radiation remaining from the Big Bang.
A "thermal photon" is a photon drawn from such radiation. They are different only in their statistical properties from photons emitted by atomic excitation, or fluorescence, or from coherent sources like lasers. You can identify the source of a spectrum of photons as a thermal source or some other type, but you can't do that with any individual photon.