Downloading files from S3 with multithreading and Boto3

Yesterday I found myself googling how to do something that I’d think it was pretty standard: How to download multiple files from AWS S3 in parallel using Python? After not finding anything reliable in Stack Overflow, I went to the Boto3 documentation and started coding. Something I thought it would take me like 15 mins, ended up taking me a couple of hours. I’m writing this post with the hope I can help somebody who needs to perform this basic task and possibly me in the future.