If you have only three little cilantro sprouts, there is no need to thin out the cilantro seedlings. If you have hundreds of cilantro seedlings, then it becomes possibly prudent to thin out the seedlings.
Note that thinning out cilantro usually means to kill the cilantro. Some people move their cilantro to a new location when they thin it out and allow the culantro to grow in the new location. Edible herbs less than an inch tall do not do well when transplanted or moved to a different growing location.
When and if you do thin out your cilantro some day, you can eat it afterwards instead of throwing in the trash or compost heap.
Usually, thinning out plants mean to kill them and let bacteria, not humans, eat the dead plants.
Some plants have stems which are not edible. If it was not cilantro, or a different edible herb, I would not reccomend eating it after thinning it out, but cilantro stems can be eaten.
I reccomend that you not thin them out if you only have 3 plants.
If you really want to thin them out, then do one of the following:
Pinch the plant with your thumb and index finger close to the dirt. Snap off the stem with your thumb and index finger. If you pull out the roots of one plant, it can pull out the roots of nearby plants as well. I reccomend avoiding uprooting them all.
Use scissors to cut the cilantro you want to kill or remove. Make the scissor cut close to soil level.