I have watched a video about the Cockney Accent, and the Cockney Accent, "th" is not pronounced, but it's pronounced "v" or "f". I think that they sound the same. So do "fat" and "that" sound the same in the Cockney Accent?
Words that start with "th" seem to vary in their pronunciation. Words like "that" or "they" seem to have the "th" pronounced as "th", but other words like "thanks" are pronounced more like "fanks".
I recommend watching the many other videos (some more serious than others) which teach the cockney accent, for example: https://www.youtube.com/watch?v=7_FtnOTLkSs .
Also be aware that speaking this dialect is much more than just accent. Cockey is famous for numerous colloquialisms -- including the infamous "rhyming slang" -- that can make it almost incomprehensible to anyone who isn't very familiar with it.