What does the thalamus consist of?
This is an interesting question with good comments. I did medical school, and I am here on unix.se, so let me give some thoughts:

The central nervous system consists of "gray" and "white" matter. In the spinal chord you have this gray butterfly shape, in the neocortex it is "gray matter" (neuron's cell body) and "white matter" (neuron's myelinated axons). 

There is no room for a "pool of glia cells" - from tip to tail all the neurons and their axons are highly organised.

Now the brain is already complicated. It is divided into 5 segments, and the Thalamus is quite in the center of everything. Some other nuclei (e.g. the ones connected with the 12 head nerves) have a well defined function, but the Thalamus is hard to define. 

The famous "limbic system" is close by, and is also complex.

A high resolution MRI should give a good estimate of neuron/myelin distribution, to the millimeter.  But I am afraid it is not an easy gray-or-white question, but some complicated arrangement, with e.g. short unmyelinated axons. 

(The MRIs can look very different)



It is even worse than I thought: this histologic picture shows how hard you have to look to even define a nucleus.



Thalamus Nissl stained 

"thalamus histology" give very nice results in google. In the MRIs you can mostly just see that it is something a bit in between gray and white.    



First I checked Nissl stain: this really colors neurons (body and dendrites), but not axons. 

The stain is labeled "myelin-nissl", and it is blue and magenta, so this must be a combination. But -- I can't even tell which is which!

Well it must be pink is neurons, and thus blue is myelin. This makes sense with the Cn A = cornu ammonis = hippocampus region bottom right, the pink-white spiral, and with the outlining of nuclei. But very counter-intuitive...I trust them it is the appropriate stain.

Keep in mind this is a section to show the nuclei (at their max?), so other parts/sections will look quite different.