You can use any weight ... experiment and see what you like!
The finer the thread ... the less noticeable any mistakes you make.
The coarser it is, takes on a different look ... almost a "look at me" for the stitching.
Try some different ones and see what you like!
I've used as fine as 100wt Wonderfil ............ and as coarse as 35wt (sorry, can't remember the name).