I'd use a Blue variegated thread -- I love Aurifil 50 weight for both piecing & quilting (Stonewashed Denim #3770 is nice:
http://www.redrockthreads.com/aurifi...-varmako50.asp). The nice thing about 50wt thread is that it is thinner so you don't notice any minor mistakes in the quilting like you would with a heavier weight thread (like a 12wt).
The only thing you might use a 12wt thread for as a beginner is if you plan to tie your quilt. 12wt would work nicely for that. Or you could use embroidery floss like Aurifloss.