The thread is only in the seams if you do what is called 'stitch in the ditch'. If you do free motion quilting or hand quilting or sashiko quilting, the stitches appear all over the quilt in a decorative pattern. If you are talking about the piecing, when different colours are used against each other, you need to have a thread that blends in with both colours. It depends on the colours that I am using as to what I select. I use grey, maroon, brown mostly.