Thal lives in New York City. He actively became interested in music in the 1990s and plays guitar, drums, and piano. He is the owner and founder of American English Master, and works as a dialect coach.

Born in Niskayuna, New York, to Joan, a home-maker, and Herbert L. Thal, Jr., an electrical Engineer, Thal, the youngest of five children, was raised on The Main Line of Philadelphia. He began performing as a Magician and started studying acting at age 14, with Richard Brewer, formerly of the Hedgerow Theatre. He graduated from The Haverford School and attended Lafayette College for one year, studying engineering and education, before moving to New York to pursue acting. He worked a variety of jobs including telemarketer, waiter, construction worker, janitor, and massage therapist, before being cast in his first film role in 1991.

Thal originated the role of The Special Witness in Christopher Durang's Sex and Longing on Broadway at The Cort Theatre in 1996.

Thal also appeared in a number of TV mini-series and shows. He starred opposite Elizabeth Hurley and alongside Dennis Hopper, Diana Rigg, and Michael Gambon in the TV movie Samson and Delilah. He played opposite Halle Berry in the TV movie The Wedding, produced by Oprah Winfrey, directed by Charles Burnett, and based on the book by Dorothy West. On February 16, 1998 Jet Magazine's cover featured Halle Berry between Thal and Carl Lumbly, with the title, "Halle Berry Must Choose Between A Black Man And White Man In TV Movie 'The Wedding.'" Thal played Detective John Cahill in the unaired American pilot of Ultraviolet, which was produced by Howard Gordon and Chip Johannessen. He appeared in Law & Order: Special Victims Unit as Tommy Hedges, and twice in Law & Order: Criminal Intent as Didier Foucault (alias Dennis Dupont) and Don Craddock. He was a guest star in the final episode of Hack, alongside David Morse.