Good thread makes all your work easier, and cheap thread is probably the worst kind of false economy. Your machine will love you and your work will go more smoothly if you have the right thread for the job, and it matches the needle.
As a general rule, use cotton for natural fibres (cotton, silk, linen, ramie, bamboo, flax, jute) and polyester for synthetics and blends (polyester, poly-cotton, nylon, acrylic etc)
This is logical enough. There are several reasons - one is that the synthetic threads are not able to stand up to the temperatures at which cotton and linen are ironed. Synthetic threads are a little more stretchy, which suits the flexibility of polyester and nylon fabrics.
The temptation is to use those big reels of poly thread that are in almost every shop. They are cheap and fine for general sewing uses in many ways. For a quilt, which is going to be many hours making and pressed dozens of times and which may last a hundred years use cotton. Fine cotton is best for piecing (50) as it takes up little room in the seams and the bobbin will last for ages. Use a size 12/80 needle with this.
For quilting use a slightly heavier thread (36 or 40) and a size larger needle (14/90). Always match needle and thread. The rule is - if a needle is very easy to thread, use a smaller one, very difficult, use a larger one. For shiny thread for quilting, or even a metallic, a larger-sized needle will save a lot of shredding and heartache. There are many very pretty multi-coloured threads for quilting, and they are very effective on the work. Look at machine embroidery threads, too, as they can be effective and tend to come on big reels. Quilting uses a lot of thread!
Avoid choosing a variegated thread that is too close a match to the fabric – they may only be intermittently visible – a disappointing result after all the hard work. Choose something that will lift your quilting.
Avoid rayon threads - they are very attractive, very cheap and utterly fragile.
One common idea is that the top and bottom threads need to match in weight. If you are piecing this makes sense, but for quilting it is possible to get a good effect with a lightweight bottom thread and a heavier top thread. Make a test with your fabrics and batting before launching into the full quilt..