Thermal (slow) neutrons are required for fission because the neutron must be
captured to form the unstable nucleus.
(U-235 + n > U-236* or Th-228 + n > Th-229* are examples of
neutron capture leaving the product nucleus in a high energy state. The asterisk
denotes an excited state of the nucleus.
Fast neutrons will cause nuclear reactions in which, for example, a proton or 2 neutrons are emitted. It is also possible to cause fission in some nuclides with fast neutrons. However, the probability of fission for a thermal neutron hitting a nucleus that will fission with capture of a thermal neutron is hundreds of times greater than that for fission induced by a fast neutron.
A thermal neutron to be captured must be of low enough energy that it can "fall" into the potential energy well of the target nucleus and form a compound nucleus in an excited state.
The compound nucleus decays into products that are more stable than it is. This decay usually has many possible pathways. In the case of U-236*, it can decay by the emission of gamma rays, beta particles, alpha particles, and nuclear fission. Fission is the most probable method of decay because of the greater stability of the product nuclei.
Fissioning occurs for three reasons.
Apart from U-235, other isotopes which can be induced to fission by slow neutrons are plutonium-239, plutonium-241 and uranium-233.

Oblate spheroid