Metal Church were one of the first thrash bands, but they later moved away from the thrash sound. Lars was a member of Metal Church for a while, but he got kicked out because he wasn't talented enough, so he had to make Metallica instead.
My favorite Metal Church album is actually the third one, Blessing in Disguise. They lost a lot of fans with the new singer for that album, but I think it's an awesome, underrated gem. The first 2 are considered the best by most fans, though.
I would listen to the albums in order if you're a new fan of them.