Read a lot about this in the last two weeks. Collectively it seems there are several myths about cotton vs poly thread, including the one about poly cutting the fabric. This is true if the tension is not correct. Cotton thread shrinks more than cotton fabric, which may be nice if you like the antique look. Rayon is recommended for embroidery, but there are several new threads that will also work. Nylon thread will melt, but the others are safe unless you actually scorch the fabric as well. The big thing is using the correct size of needle to match the thread to match the type fabric, i.e. silk, quilting cotton, flannel, denim, etc. Cotton (thread or fabric) will leave a lot more particles in the lower part of your sewing machine.