In John 19:28, when Jesus was hanging on the cross, he said he thirsted.
After this, Jesus knowing that all things were now accomplished, that the scripture might be fulfilled, saith, I thirst.
In Luke 16:24, the rich man who died and went to hell cried out because he was thirsty.
And he cried and said, Father Abraham, have mercy on me, and send Lazarus, that he may dip the tip of his finger in water, and cool my tongue; for I am tormented in this flame.
Thirst is part of the torment of hell – part of the punishment for sin. When Jesus was on the cross, he took all our sin upon himself and endured the punishment that we deserve.
2 Corinthians 5:21 (KJV) For he hath made him to be sin for us, who knew no sin; that we might be made the righteousness of God in him.
Jesus also provided a way to relieve the thirst:
John 7:37-38 (KJV) In the last day, that great day of the feast, Jesus stood and cried, saying, If any man thirst, let him come unto me, and drink. 38 He that believeth on me, as the scripture hath said, out of his belly shall flow rivers of living water.
Revelation 22:17 (KJV) And the Spirit and the bride say, Come. And let him that heareth say, Come. And let him that is athirst come. And whosoever will, let him take the water of life freely.