But, are you aware that thread that comes on cones is normally used for sergers that use 3 or 4 threads at once, and it's not as thick as sewing or quilting thread. If you're aware of this, and it doesn't bother you, then go for it!
I have never heard this. I purchased my first cone from my local quilt store and she knows what I was doing with it. Its Superior brand. The others that I bought are King Tut brand