"th" as in "the" or "thread"

[Cicero]

Plbbbt.......
Yeah English the only one ever....plbbbt.
To answer your question......No. Greek and Ancient Greek uses it all the time. There's a strong arguement for the Greeks using it first (as a common). Which is where "theo" came from which means god. In Greek the d sound is harder however. Same roots.

In summary:

Not only are we using it- we are pronouncing it wrong.