Here is one way that neutrinos can become "thermalized". This is a complex topic, and my description is a simplified version of reality:
In the core of a star that is collapsing in the early stages of a core-collapse supernova, a gigantic burst of neutrinos gets created when the tremendous pressures "down there" squeeze electrons into nuclei where they encounter protons and turn them into neutrons. Other nuclear reactions that make neutrinos start to kick in as the core collapse proceeds and a "neutrino flash" is created. This neutrino burst is considered a key property of core collapse and its observation in Supernova 1987A was a verification of our basic models of type II supernovas in general.
On their way out of the collapsing stellar core, the neutrinos would ordinarily stream straight out of it because ordinary matter is almost completely transparent to them. However, in some core collapses of supermassive stars the density of the infalling matter becomes so great that for a brief moment, even neutrinos can't freely escape, and some of them get trapped inside the core along with all the other superhot protons, neutrons and electrons.
During that moment, the neutrinos have a brief opportunity to exchange some thermal energy with with the superhot, superdense matter and with one another, a process which heats up the matter- and when the density falls a little later, the neutrinos are freed and fly off into space with an energy distribution that resembles a blackbody spectrum.
In astrophysics circles, that reheating event in which the neutrinos exchange energy with matter is called "the pause that refreshes".
I invite the experts here to weigh in with details as they see fit.