Imagine if someone threatened to tickle you if you didn't give them your toy. If that person was smaller and weaker than you, and you knew they couldn't actually tickle you, then their threat wouldn't be very believable, or "credible." It would be a non-credible threat.
Non-credible threats are when someone threatens to do something they can't actually do or something that would be very unlikely to happen. For example, if a dog barks at you but is behind a fence and can't get to you, it is a non-credible threat.
Non-credible threats are often used to scare or intimidate people, but they usually don't work because the person being threatened knows that the threat isn't real.