I'd suggest you read up (or watch videos) on the Superior Threads website. There's a TON of info there. The ripping of poly thread is a long-debunked myth. That is what used to happen with old threads but does not with the modern threads.
What does your dealer mean by "use 40 wt"? For piecing 40 wt is WAY too thick. I generally piece with 50 wt and many piece with 60 wt. FMQ is OK with 40 and even thicker if you want to see the quilting pattern.
As for fiber content, it really is personal preference. I have used linty cotton and clean poly. As long as you clean the machine when using cotton there is no benefit or drawback.