Use whatever thread that you normally use for quilting...50 weight cotton is probably the best choice until you get comfortable. Yes you need a free motion foot, also called a darning foot. Many machines have them, but if not you can buy one. Doesn't matter what stitch length because you will determine that with the speed of your movement.
Patsy Thompson was a great suggestion - go to YouTube and enter her name, she has a number of great tutorials on there and you can actually WATCH her free motion which will help.
Also a blog called "The Free Motion Project" is a good one. The author has come up with hundreds of free motion designs you can practice.
My advice is, JUST DO IT! Waste no time being nervous, you're going to mess up, we ALL have. But practice is experience, you will get it! :)