Thorn

They drop a lot more as your level gets higher, I didn't get my first until level 31, now they happen too often. Like others have said, turn in loads of bounties at one time. Try to get all done in a day and then turn them all in at the same time (eris ones also). I think the vanguard level thing might be a factor as well. I only really do vanguard bounties, and thorn is one of the bounties available in the vanguard mentor missive (or something like that) which will offer you the choice of three exotic bounties: thorn, juju and invective. Usually. So I am not sure if crucible bounties will make a difference to chance in getting it. Caveat: This is all purely speculation and personal experience. At the end of the day it's probably all down to rng.

It comes from an exotic bounty "a light in the dark".Make sure you have some void weapons you will need this for the crucible part of the bounty.

I just got my thorn bounty yesterday.I turned in all 7 vanguard bounties from the previous day at once(and also got to rank three with vanguard).So my recommended steps 1.Pick up all 7 bounties 2.Turn them in the next day 3.Be close to ranking up so the bounties will make you rank up 4.Enjoy the exotic weapon bounty

Its suggested that you turn in several bounties at a time. You can get an exotic bounty from the tracker or eris.

Turn in bounties and hope you get lucky. With each bounty turned in, you have around a 2% chance to get an exotic bounty. The thorn bounty is call '[b]A Light in the Dark[/b]'