For the Greeks and Romans, Thule existed on the northernmost border of the world they knew. It first appeared in a lost work of Greek explorer Pytheas, who is believed to have dated in the 4th century BC. Find. The Greek historian Polybius said “Pytheas … deceived many people by claiming that he had walked through England … and also told us about Thule, areas, not a real place Earth and The sea does not give air, but a mixture of all three components of jelly, in which you cannot walk or paddle and keep everything together. “Scholars later explain Thule as Orkneys, Shetlands, Iceland or maybe Norway, while the Nazis believe that Thule is the old house of the Aryan clan.