Welcome from South Louisiana! My first embroidery was a set of about 80 spools of polyester from Ebay. Paid somewhere about $80 for them. That gives you multiple colors to choose from. I always buy the 1000 or 5000 yd spools of thread. Less than that you may run out of the thread when doing an elaborate pattern. And, you can always use it for top stitching on a quilt or for piecing. Luckily, my first set was from Thread Art and has continued to be my goto store for thread. They have good prices on sets and you can buy the same colors by the spool.
https://www.threadart.com/collection...ry-thread-sets
For years it was said that rayon was the better thread for color, but could fade if machine washed. I'm not sure if the fading still applies but I do know that Polyester doesn't have that problem. You can't iron rayon or polyester thread on the hottest setting on your iron. You have to use one less than Cotton. Linen is typically the hottest.