
These are the threads that people tied around the Marble windows in Fatehpur Sikri at the Mazaar of Khwaja Saleem Chishti when they pray for something!
Customs like this are popular at various other places as well in India...
e.g. In Uttarakhand there are temples where people tie bells in the temple compound when they wish for something. In two temples in Uttarakhand (Golu Devta Temple in Bhowali, near Bhimtal and another one at Chitai) people even write letters and leave them in the temple compound
There might not be a scientific explanation to all this, but when the mind really believes something will happen, small things like tying a thread or writing a letter can make it happen !!!
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