Threads of Disloyalty

• WWizards of the Coast2005-02-01
  Official Ruling
  Creatures on the battlefield treat in their mana cost as 0 for the purposes of calculating mana values.
• WWizards of the Coast2005-02-01
  Official Ruling
  Tokens usually have a mana value of 0.
• WWizards of the Coast2005-02-01
  Official Ruling
  Threads of Disloyalty can't target a creature with mana value 3 or greater. If it somehow enchants a creature with mana value 3 or greater, Threads of Disloyalty is put into the graveyard the next time state-based actions are checked.

Rulings via Scryfall