Obviously if they misbehaved, the lord's reeve could easily
collar them. About the only crime that would be tempting to
them would be cutting wood they weren't supposed to, or snaring rabbits. In Ivanhoe, Gurth loved his lord enough that he was willing to give his life to help his lord,Cedric, escape captivity in Front de Boef's castle. So his thralldom can't have been bad.