First, go to any decent online dictionary and click on the audio button for the word 'moths'. Listen. You'll hear that the speaker combines the 'th' and the 's' sounds. These are two separate sounds, but they are said without a pause. Next, try to imitate this sequence of sounds. To say the 'th' sound, you should have your tongue placed just behind your top front teeth. Now, pull your tongue back slightly and force air over it to make the 's' sound. When you're happy with the sounds you're making, record yourself to see if it sounds the same as the dictionary audio.

It's different because you add the 's' at the end of the word that makes it plural. So you say the word moth and then add the 's'; moths. You have to make the 'th' sound and add the 's' otherwise if you drop the 'th' sound and just use the 's' when you pronounce the word it will change it to sound like 'moss' which is a completely different word and thing all together.