One thing that I've learned on my machine embroidery journey is the difference between polyester and rayon thread.
Polyester can be bleached and that makes it great for dinner napkins. I have read several places that rayon thread is not as durable and does not need to be bleached. I find little difference in the sheen.
I have used regular sewing thread as well before I invested in a wide variety of thread colors. It tended to create more lint and the bobbin area required more frequent cleaning ... used the compressed air and it worked great.