Thalers are small bags of coins. They can be used to open up locked chests containing valuable items. The bags can contain various amounts of Thalers, ranging from 10 to 50. The thalers were probably a rejected item concept, as they're not present in the main story. However, it was not deleted, and it's still possible to integrate in custom maps. PewDiePie always finds thalers in custom maps but doesn't use it that much, let alone try to find a locked chest to unlock it with them.
PewDiePie almost always says it wrong, pronouncing it Thalsers instead of Thalers.