Traditionally, the Groom and Bride used to have their own separate "Mehndi" ceremonies, where the opposite side's family and friends would bring Mehndi, Henna and sweets with them. But now, people are usually seen celebrating the tradition on the same day.
But to be specific, a Mehndi Thaal is a very decorated tray, usually made with candles, diyas(candle holders), Matkas (traditional clay pots), flowers, colored rice, mirrors, sequence, golden laces and everything colourful! People either use a specific color theme or use a bunch of bright colors. Sometimes it's made only out of flowers and sometimes people mix and match. At times people prefer to bring in just one Main thaal, having the closest relatives and friends carrying them and have others carry smaller trays or colourful candle holders or clay pots (diyas and matkas) and at times people go for using several huge thaals which does cost extra money but you have more people involved and feeling special, but it really depends on the mood and decision from people to people.
Thaal decorated with flowers, matkas and diyas
A thaal with a printed fabric and other accessories
One of the few thaals I really like, it's professionally made with fresh flowers, lamps, candles etc