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$hash{$msgid} = {
    filepos => $msgstart,
    inreply => $msgreply,
    nextmsg => []  # reference to an empty array
}

my @heads;
while(my ($key, $value) = each(%hash)) {
...
        push @heads, $key;
    }
}

foreach my $msgid (@heads) {
    # do what ever you have to do to start a new thread
...
        thread_msgs($msgid);
    }
}