You can use any thread you want.
I find that the thread Leah Day recommends (Isacord) is fabulous for very tight scale quilting, and anytime you are going to do quilting that backtracks over itself (the build up is minimal). But I don't like it on large scale quilting- open designs on big quilts, for that I prefer cotton thread, and I prefer Connecting Threads essential. I think it looks too shiny on these quilts, and that is a less traditional look.
Silk thread hides a TON of mistakes, so it is excellent for a beginner.
The only thread I've tried and don't really like for FMQ is Dual Duty by Coats and Clark- but it does work. I just felt like it didn't stand out OR sink into the quilt, it was just kind of blah.