Shutting Down One's Own Thread

In order to do this, does one simply make a post requesting that a moderator shut it down?

Typically, it is better to mail a Moderator of the appropriate forum, as they may be busy, or may not see your post.

And, of course, only moderators have the right (not to mention that only they have the ability) to lock off a thread.

My impression is that OP’s have certain privileges W/R/T the threads they start, including requesting certain ground rules be obeyed for purposes of that particular discussion, of highlighting certain likely hijacks that they wish be avoided, and do have the privilege of requesting that a thread which has gone completely off topic or turned into a trainwreck be closed. But it’s the mod’s decision as to whether it be closed, etc.

Polycarp is correct. And we usually want to hear some reason for asking that a thread be closed.
=“The question was asked and answered, and now it’s just redundant” is usually an acceptable reason.
=A thread that has had responses and where a lively and interesting political debate (say) is going on won’t be closed just because the OP doesn’t like some of the right/left-wing opinions being expressed.

And, most important: “Oops, I probably shouldn’t have posted that, my husband will be very upset if he reads it and learns about my boy friend” is generally NOT considered a reason for closing down a thread that’s generating responses. THINK before you post, folks. If you wouldn’t want it on a billboard outside your house, then DON’T post it.