Thrillers are books that have a sense of urgency and are written to make the reader turn the pages—rather than stopping to reflect on the beauty of a sentence or an idea. The best ones will keep you reading late into the night, as you can't wait to find out what happens next. That said, thrillers vary widely in both content and pace. One strand, which includes classics like John Buchan's The Thirty-Nine Steps, focuses on dangers to national security and often involves a chase. Modern spy thrillers continue this tradition. Psychological thrillers, meanwhile, are more focused on everyday, domestic situations: something awful that might happen to an ordinary person. The classic example is Rebecca by Daphne du Maurier. The genre is flourishing today.
Because they're often such good stories, many thrillers have been turned into blockbuster movies or Netflix series—but often the book is better.
Michael Crichton: Jurassic Park, The Andromeda Strain, Sphere, The Terminal Man.
Blake Crouch: Dark Matter, Recursion, Upgrade.
R.C. Blanco: The Compass Paradox
Daniel Suarez: Daemon, Freedom™, Delta-v.
Andy Weir: The Martian, Project Hail Mary.