All you have to do to check needle size is to thread the needle with the thread.
Hold one end between two fingers, and the other end 2 feet or so away with your other hand. Now move one hand down, does the needle slide freely? If it does that needle is fine.
I've been using Coats momfilament, because that's all they carry at my joann's and my only complaint about the stuff, it that its very "springy" and likes to get wrapped up as it comes out of the needle, this sounds strange I know, but it will get so wound up where it doesn't belong that the thread gets very very tight and will eventually break. The thread really needs a elastic cover to allow it to feed properly. So far I just have been simply checking mine often while I sew.
Welcome to the Board! :D