If you're going to take on Thargoids solo, the easiest targets are scout ships. These can be taken out with standard weapons (the AntiXeno, AX, ones are more effective).
If you after the bigger ships, they can be taken on solo but you will need a bit of skill and a good load-out on your ship.
I've taken out the low class Interceptors solo with a Corvette, heavy on the shields and hull reinforcements, they can be a challenge, and you will lose ships once in a while, so having the credit for re-buys is crucial. Many players have had success with smaller ships.
If you go after the higher class Interceptors, you will do better in a wing. Good luck!