What type of batting are you using? If you don't want the "crinkled" look, you need to use polyester batting or pre-shrink cotton batting (research this before you actually do it to make sure you choose the right type of cotton batting and use the correct technique). Thread type is unlikely to be an issue but, to be sure, you can switch to a polyester thread. Polyester does not shrink.
The first wash of any quilt should be done with Synthrapol and *lots* of water. Synthrapol suspends unset dye particles in water so they rinse away instead of settling into other fabrics. If you have a domestic front loader, it does *not* use enough water to allow the Synthrapol to work. In that case you want to go to a laundromat for a first wash. Synthrapol can also be used to remove unset bleeds. It is similar to color catchers, but stronger.