Denim, even the shirt weight kind, is going to be heavy! And cathederal window is going to be a tough go with denim what with the folding and top stitching involved. Even a Muslin and broadcloth cathederal window is relatively heavy once you get all the layers going. Now that we've told you how heavy etc. go for a small sample of it --- be sure to use denim needles (they are heavier and sharp). I would do a small sample (say placemat or tabletopper size) before committing to a king size. That way you can see what the fabric might do and if you want to deal with the extreme challenges of working with denim in such a large project.