I hand quilt- I always use hand quilting thread. I've used all white, all ecru, and on a broken star with black backgrounds, used a varigated thread to do the quilting. It looked fabulous. I wax the thread also or I end up with frayed thread. It slides easier through the fabric.
I don't believe there are any "rules" with the colors you use, just like there are no "rules" for designing your quilt.
Have fun.