Pretty much what Bree said if this is the first time you've Fmq on a quilt.
That said, I use different threads for different reasons. For a quilt that's going to be used a lot and washed etc. I look for something strong, like Isacord (a strong polyester) or Aurifil (cotton). I've also successfully used Coats and Clark dual duty and their large spools of heavier weight machine quilting cotton as well as Star, Sulky and Mettler threads but they aren't my favorites for quilting everyday quilts. Generally I prefer Isacord or aurifil for ease of use and lower lint production.
For an art quilt or wall hanging I use whatever suits the design. By that I mean whatever thickness, or fiber (cotton, rayon, polyester,nylon etc.) willl give me the effects I'm looking for. I've even been known to use antique thread after first making sure it was strong enough to go through my machine.
Rob