Possible to display on page load?

You would need to write some custom jQuery (JavaScript) code to do this.

I would also suggest checking out the Colorbox, http://drupal.org/project/colorbox, module as a a more modern replacement for Thickbox.

When Colorbox has a stable release I will start actively recommend people to switch/upgrade from Thickbox to Colorbox. I'm the maintainer of Thickbox and a co-maintainer of Colorbox.

You have this from thickbox.js:

// Initialize Thickbox.
Drupal.behaviors.initThickbox = function (context) {
  $('a,area,input', context).filter('.thickbox:not(.initThickbox-processed)').addClass('initThickbox-processed').click(function() {
    var t = this.title || this.name || null;
    var a = this.href || this.alt;
    var g = this.rel || false;
    tb_show(t,a,g);
    this.blur();
    return false;
  });
};

Change the name, make it activate on the class/id that suit your needs and replace "click" with "load", or something like that.

I recommend you do this with Colorbox instead, you fins a similar function in "js/colorbox.js".

Thickbox will have no D7 version, Colorbox will be the recommended upgrade path.