visit the Superior Threads web site- they have a wealth of information- telling you about the different threads, the difference in weights, fibers, uses, needles to use---lots of great info.
i do use alot of thread from Connecting thread- i also use silk thread for hand work & applique, I use aurafil, i use cotton & poly & wool....there are so many and each has its use & place.
Atlanta Thread company is also a good one---but Superior is my (go to) place when i want to learn about a new thread.