Congrats! I got my SS in early December as a b-day & Christmas present. Well, I've been practicing with it and have found out that it's not the least bit fussy about thread. It tensions super easy and takes all the needles sizes. I just love this machine. I almost went with another brand, but I am so glad I didn't... they said it only took x and y needles and I want to use a range from very fine 100 wt silk to 12 wt thread to really stand out. Depends on my project.
I even found some lovely embroidery thread that worked great. It was so fine it totally disappeared. They have excellent webinars that they have on their site to watch. The have one - TNT - Tension, Needle and Thread. It was very informative and tells all about the needles they use, putting it in correctly, and talks about different thread to use. One thing they always say in these is to match top and bottom, but there are several people on the forum - there is a Yahoo group for SS sit down and they say they use Bottomline or something finer than on top.
HQ just did a webinar on rulers that I participated in and they answered questions as we typed and their customer service is so fantastic. I got the overlay with my regulator, well I wondered if you can use it with ruler work. They didn't answer that question on the forum, but I got a personal email the next day from them.
Also don't know if you got the regulator, but what I've found out is you need to keep it closer, so it feels the movement and still have to watch the speed. I want to go fast if I'm just FMQ and I've had to turn it up to 35% to keep up with me.