The unique characteristics of helical coils are utilized in nature, manufacturing processes, and daily life. These coils are also pivotal in the development of soft machines, such as artificial muscles and soft grippers. The stability of these helical coils is generally dependent on the mechanical properties of the rods and geometry of the supporting objects. In this Letter, the shapes formed by a flexible, heavy rod wrapping around a slowly rotating rigid cylinder are investigated through a combination of experimental and theoretical approaches. Three distinct morphologies-tight coiling, helical wrapping, and no wrapping-are identified experimentally. These findings are rationalized by numerical simulations and a geometrically nonlinear Kirchhoff rod theory. Despite the frictional contact present, the local shape of the rod is explained by the interplay between bending elasticity, gravity, and the geometry of the system. Our Letter provides a comprehensive physical understanding of the ordered morphology of soft threads and rods. Implications of this understanding are significant for a wide range of phenomena, from the recently discovered wrapping motility mode of bacterial flagella to the design of an octopus-inspired soft gripper.