Technically, it starts when you meet Axel/Nauxus and they ask you to deal with a lizard spy near the bull tribe. Axel wants you to kill him and Nauxus wants you to save him. Make sure to meet Nauxus first to get the choice to save the spy, since you'll automatically fight him due to not knowing the secret phrase. You can't go neutral on this one, so you have to choose, though saving the spy counts as helping Thane.
The only other time you can't be neutral is regarding which tribe you give the fruits to during their festivals, but you can side with Thane the rest of the time.