Above posters are correct..upholstery thread is way too heavy for a quilt, unless you're going for a certain look, maybe. As for letting the spool spin around on the vertical thread holder, that's a bad idea, too..you will find that you get uneven stitches and (with a quilting cotton or poly), broken thread..with upholstery thread, you might break your needles, or get bobbin problems as the thread spins around suddenly catches. You need it to flow smoothly.
If you can't post a pic, then take it back to the store and ask them what it's for, and while you're there get a spool adapter to fit your cone, or some new thread!
Don't get discouraged..we all made a million mistakes when we started out..(and many of us even now!)..but you've come to the right place, people on this board can walk you through just about anything!