I had ACL surgery 3 weeks ago and just noticed a little white thread sticking out of my incision. Should I pull it out? I have tried to pull on it a little, but I got scared. Should I pull it out, or cut it, or just go to the doctor?

Suture/stitches. Typically, sutures/stitches are placed just below the skin. These suture knots can sometimes "stick out" of the incision. You should have your doctor evaluate this as you don't want to risk the incision opening up or getting an infection.
This . This is usually an absorbable stitch that has not yet dissolved and is making its way out of your knee. I tell my patients to pull as much out as possible and then cut flush to the skin. However, certainly it would be safest to discuss this with your surgeon though. Your doctor or their staff will likely remove the stitch for you.