This is a really good question! Here is a quick skim over some research into spider silk and the evolution of web-building. (Silk) thread… https://twitter.com/barrygoldman1/status/1343659082675351552
Many trapdoor spiders and tarantulas use threads of silk as "triplines" coming out from burrows that alert them to passing prey. See. eg, this @EmanueleBiggi photo ( https://www.naturepl.com/stock-photo-malaysian-trapdoor-spider-liphistius-malayanus--adult-female-in-her-image01592793.html)

(At first aerial webs were not needed, as flying insects had not evolved yet.)
Amazingly, the classic "orb web" is one of the earliest forms, and aerial web-weaving spiders branched out from that.

" As insects took to flight, spiders chased up after them, placing their snares higher in the air." https://www.scientificamerican.com/article/sticky-science-the-evolution-of-spider-webs/ (re: Selden & Vollrath 2007)
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