The term "threshold" as used here is unfamiliar to me. However, based upon your definition "going into the unknown," Santiago, in Paulo Coelho's The Alchemist is one who readily moves into the unknown with faith that all will be well.
Santiago decides that he wants to be a shepherd so that he may move around and not be kept in one place. He wants to see the world and knows he can do this by caring for sheep. It is not what his father wants for him, but when they discuss it, the boy's father gives his son his blessing.
When Santiago is later robbed of the money that he gets for selling his sheep, at first he is not sure what to do. However, he is optimistic and knows he fill find a way to move on—in one direction or another.
"I am an adventurer, looking for treasure," he said to himself.
[He] realized he was in a new world. But instead of being saddened, he was happy. He not longer had to seek out food and water for the sheep; he could go in search of his treasure, instead. He had not a cent in his pocket, but he had faith.
The "threshold guardian" is defined as:
A figure or event that tests the resolve of a Hero as he pursues his destiny and/or his goal.
The threshold guardian also places the "hero"...
...in a position where he must make a decision that reflects a sincere commitment to the task at hand...
In this story, Santiago has two likely threshold guardians. The first is the King of Salem (Melchizedek) who the boy meets before he sells his sheep. It is Melchizedek that defines the concept of one's Personal Legend for Santiago, encouraging him to follow his dreams. In requiring a tenth of the boy's sheep as "payment" for his help, Melchizedek teaches Santiago that "Everything in life has its price." This does not only mean a monetary price that must be paid. For soon after, all the money Santiago made from selling the rest of his flock is stolen. Here, too, Santiago is learning the same lesson. I don't believe there is anything in the story to indicate that Melchizedek caused this calamity to befall Santiago. However, it seems that the universe is working to help him succeed, echoing:
When you want something, all the universe conspires in helping you to achieve it.
The stones of Urim and Thummim answer the boy's question as to whether Melchizedek's blessing is still with him, and the answer is "yes." With this knowledge, Santiago passes this test by overcoming the enormous disappointment of losing his money. His faith convinces him that he will succeed.
The other threshold guardian would be the alchemist. Although he is the boy's teacher (and later sees Santiago as "his perfect disciple"), he submits Santiago to the ultimate test: the alchemist tells the war lord holding them captive that Santiago can change himself into the wind, and the "general" will kill the boy if he is not successful.
Under these circumstances, Santiago is able to use the universal language to speak to the sun, the wind and "the hand that wrote all." In this way, he becomes the wind and...
...reached through to the Soul of the World, and saw that it was a part of the Soul of God.
The alchemist's challenge allows the boy to achieve all that lies before him.