No rules. However, it is much easier to use a low thread count otherwise it will be more difficult to quilt through.
Take a needle with you when you buy one (if you buy it) to make sure it needles ok. Even the sewing machine can act funny if the backing is more tightely woven. So a sharp needle may be needed to penetrate through the tight fabric. Back on the early days (1970's) it was recommended to get a muslin. Not sure they make those anymore. Muslin sheets would needle better than the percale.