I use the same thread on top and bottom, mostly so the weights match up.
I have no idea about the embroidery thread.
I like to work from the middle out, because you're guaranteed for it to get easier as you go. Not to mention as you quilt, the fabric has somewhere to "go" when it gets to it's true flatness. If you go outside in, you could end up with a bubble I think.
Color? Up to you. Decide if you want it to show a lot or a little. Then match it up to the fabric accordingly. Also, it's going to show on the back as well.