I haven't paid much attention to the fiber content of most of the threads I've used except some cotton I bought specifically for quilting. It's been a mix of cotton, poly or poly/cotton blends, all used pretty much interchangeably. I haven't tried any of the silk threads or decorative threads like metallics but for average thread I haven't noticed any problems other than sometimes having to re-adjust the tension when I switch threads but even that isn't all that common. All of my machines seem to do fine with whatever I feed them.
Rodney