The 35-year-old scrum half, who will retire at the end of the campaign, has been promoted from his previous role as vice captain following Matt James’ retirement last year.
“It’s really good. It’s a real privilege to lead the boys again,” he told The Star ahead of the season opener against Barrow on Sunday 30 January.
“It’s also the first year back in our new home, which is good.
"In terms of my job, it doesn’t really change, I try and lead anyway. But it’s just nice to get that confidence from the coaching staff.
"You are the link between the coaching staff and players on the field, it’s just about getting that right balance.”
Thackeray will be assisted by Jamaica international Joel Farrell, who has been appointed vice captain.
Former Super League stars Ben Jones-Bishop and Kris Welham and last season’s player of the year Tyler Dickinson make up the rest of Sheffield’s leadership group for the 2022 season.
"We have got a few good lads in the team,” said ex-Featherstone, Halifax and Dewsbury regular Thackeray.
"They are going to be helping out and making our job a bit easier.”
On former Huddersfield prop Dickinson’s growing influence on the team, Thackeray said: “He’s looking really good this year, again. He’s training the house down. He’s had a good year."
Second row Farrell spoke of his desire to take on greater responsibility after signing a new, two-year contract this summer.
“I played with Joel at Dewsbury as well,” added Thackeray.
"I have had some of my best years playing with Fazz. You don’t want to reign him back too much, you don’t want him to lose any of that (aggression) but at the same time it’s got to be controlled.
"We will soon see.”
The new skipper warned of a difficult road ahead in 2022.
He said: “It’s going to be a tough season given who’s in the league and the players coming down from Super League.
“You have got to be on it every week.
"We have got a better group this year, a group that has been together and stood shoulder to shoulder since October when we started pre-season.”