Unlike the widely studied ReFeAsO series, the newly discovered iron-based superconductor ThFeAsN exhibits a remarkably high critical temperature of 30 K, without chemical doping or external pressure. Here we investigate in detail its magnetic and superconducting properties via muon-spin rotation/relaxation ($mu$SR) and nuclear magnetic resonance (NMR) techniques and show that ThFeAsN exhibits strong magnetic fluctuations, suppressed below 35 K, but no magnetic order. This contrasts strongly with the ReFeAsO series, where stoichiometric parent materials order antiferromagnetically and superconductivity appears only upon doping. The ThFeAsN case indicates that Fermi-surface modifications due to structural distortions and correlation effects are as important as doping in inducing superconductivity. The direct competition between antiferromagnetism and superconductivity, which in ThFeAsN (as in LiFeAs) occurs at already zero doping, may indicate a significant deviation of the $s$-wave superconducting gap in this compound from the standard $s^{pm}$ scenario.