Unless you are entering a show, there isn't a thread you must use for quilting. What do you like? what does your machine like? Sometimes using a clear nylon thread works because you do not want any color to show. (Caution, do not use with a child's quilt. If it comes loose, it will create a toe or finger hold and can hurt the child.) Sometimes a variegated thread is nice because of the subtle color changes. Sometimes you want the bold look of a contrasting color. Note that I have not mentioned the type of thread - that is your preference. Over time we have all found the type or brand of thread we prefer. Only thing I would say NOT to use is very cheap thread or old thread you found in your mother's or grandmother's sewing basket. That old cotton thread is weak and very linty.