Sorry, not to be too pointed, but .. for clarity. my point is that
if you are a newbie, you don't want a system that is too complex to manage yourself
so you would be better off building a solution you can manage
so for similar reason proxmox authors do not have an easy way to install proxmox on software raid. They basically say, "if you are good at software raid, you already know how to make this work. And if you don't know how to do software raid, then the last thing you want is production proxmox running on software raid. So it is a self-correcting problem to some extent ;-)
anyhow.. That being said.
NFS will give you a more painless experience, less hair pulling out and so forth. Hence me saying this. Again.
But if you really want to press forward with LVM-Thin on top of iSCSI.
I believe the path is hinted very clearly,
First looking at,
Storage - Proxmox VE you see the links for more infos on
iSCSI >>
Storage: iSCSI - Proxmox VE
LVM_Thin >>
Storage: LVM Thin - Proxmox VE
your basic path will be, I think,
ensure you have an iscsi target/'export' setup on your device with the bulk block storage. CHAP auth or not, etc, discovery portal/IP/etc.
presumably for simplicity this will be one large blob of disk space you export as a large block from iSCSI "server" to your proxmox Node(s)
Then on proxmox nodes.
install the openiSCSI component, which is not present by default to save space, but hints to install are in the link above re: iSCSI proxmox setup
once you have iSCSI component, you now want to attach the iSCSI Block target. as per hints again above re: iscsi setup. note you are NOT doing
this to give 'a storage pool to proxmox host into which you will put VMs'. You are doing it to attach a (block device) to (linux) which happens to be iscsi based. If you do this step properly, proxmox won't know or care about you having an iscsi layer present. All you want this block device for is to give LVM_THIN a place to call home.
once you have the block device attached, you may now create an LVM_THIN on top of this block target. Which happens to be iSCSI but really LVM_Thin can care less if it is iSCSI, local SATA block, local SSD, whatever. Follow the hints in LVM_THIN Storage on proxmox to proceed with this step
finally, after doing this, you will have a new LVM_THIN storage pool. Which should be sized the same as the underlying iSCSI block, if you set up the LVM_THIN to use the entire iSCSI_Underlying_raw-block-device
and now you can get your LVM_thin features in proxmox (ie, snapshots, etc etc) and happy days ensue.
and you may repeat this same setup (precisely) if you have other nodes in a proxmox cluster, and then they will be able to use the shared storage and do fun things like live mgration. In theory. Or maybe not, if there is a bug or a glitch or a misconfiguration. In which case you lose everything in your test VM and you start over
As a result.... I would recommend not doing this on a production system where you have any significant concern or attachment to your VMs / proxmox host config. ie, do this with the expectation that it won't go perfectly smoothly until you break things a few times, so plan on destroy-and-redo at least once, that way it is less frustrating if you accidentally delete something. ie, it is not an accident if it is an expected highly probable outcome from the learning process.
Good luck!
Tim