Thanks for the review!  Updated patch attached.

>> In line with the Unix tradition in which no messages are displayed when 
>> no error happens, I suggest the attached patch, with which users could 
>> "set load-libthread-db-quietly off" in their .gdbinit file.
>
> You mean, "on", right?  Because "off" is the default.
>

Correct.

>
> There should be a NEWS entry about this new knob.
>

Now done.

>
> This description seems to be backwards, no?  The option, when ON, causes 
> the messages NOT to be displayed, right?  So I suggest
>
>  Turns on or off quiet loading of @code{libthread_db}.  When @code{on},
>  @value{GDBN} loads @code{libthread_db} quietly, without any messages.
>  The default is @code{off}.
>

Also correct.