Glazed cotton quilting thread is for hand quilting and not for use in the sewing machine because of it's finish. Don't use the cheapest "4 for $1" type thread. It is made from very short stands of cotton and will cause all sorts of lint in your machine, causing you to clean out the bobbin area many more times than a better quality thread. And you can use cone thread, just get a stand along thread holder to place behind your machine and use the guides to thread the machine. If necessary you can tape a small safety pin on the right upper side of your machine and run the thread through the "hole" in the end of the safety pin to get a straight line for the thread to travel.
I haven't always thought this and some may argue with me, but Bob from Superior Threads gave a demo at a convention that I attended and he had cotton and a cotton poly blend thread strung around the room through every one present. He then had us feel and break the threads. The cotton poly blend actually wasn't as strong as the cotton thread and was easier to break, disproving that cotton poly will cut through the threads of your cotton quilt fabric. I still use cotton thread, Egyptian long staple, when I'm piecing my quilts and also use for the most part cotton thread when I quilt. However I still will use a blend for hand stitching on the binding for the right color, and I use a monopoly clear thread for quilting if I choose. There is wonderful education on threads on Superior Threads web site.
Even if this is your last class, there is enough info for you to keep learning and quilting for a long time.