I usually put out in the spring March/April May at latest. My great dgranddaughter found a nest today that had fallen out of one of our trees. We saw dog, cat and horse hair in it. Some thin ribbons and string. Also some of the crinkle paper strips used in gift wrapping. This builder was bery busy decorating her nest with different things. Take care.
Linda

Late winter, early spring. The thread, but not the scraps. If it rains, the scraps stay damp and can make the nest moldy