We've done needles, let's do a needle's best friend - thread!
As with needles there are lots of types and qualities of thread out there, so how to pick and what to pick can be a confusing question, particularly when you're faced with this in a shop...
Pleasing to the eye with all that lovely grading of colours, but not too helpful if you just need to find the right type of thread.
Here are the basics:
1. As with so many things you get what you pay for - if you buy cheap thread you may well end up with it breaking and snagging and knotting on you a lot. Good quality thread will only cost you a few pounds but it's worth the extra money - get the best you can afford.
2. Try to match the thread type to the fabric you are using. For example, there are 100% cotton threads and 100% polyester threads - use a cotton thread if you're using a cotton fabric and a polyester thread for a polyester fabric, and so on. It sounds a bit picky, and let's be honest sometimes you'll just grab the nearest thing to you and that's fine, but it does make a difference particularly if you are sewing something a bit special that you want to last. The reason it matters is that polyester and cotton behave very differently both in a garment and when washed. If you use the wrong type it can end up going a bit funny after a bit of wear, particularly if the fabric stretches and the thread doesn't, you might end up with things not sitting as you'd expect. So try to match thread and fabric type if you can.
3. Strength. Threads vary in their strength depending on how they've been made and what they've been made from. Quilting cotton is very strong as it's used to hold lots of thick and bulky fabrics together and has to get through a lot of layers with lots of small stitches. Embroidery thread isn't that strong because it doesn't need to be, but looks amazing because that's its primary purpose. For general sewing you can use regular polyester thread often called 'multi purpose' or similar and it will do the job just fine. If you're sewing buttons it's worth either doubling up your thread or getting thicker, stronger stuff, as it will get tugged about a lot.
Different thread types
Made from 100% cotton this thread doesn't have very much stretch at all, so it can break if tugged a bit too vigorously and shouldn't be used with stretch fabrics but it's perfect for use with cotton fabrics like quilting cotton and natural fibres like linen - it's also good for use with delicate fabrics like rayon if you get it in a narrower thickness.
You can see on the spool at the very bottom of this picture that the type of thread is written on there (100% polyester).
This is generally considered the all purpose thread - it's a good choice for most projects if you aren't sure what to pick. It's got a bit of stretch to it so it's good for working with knits where a cotton thread might break and certainly won't stretch with the fabric. These threads sometimes have a waxy finish on them so they are nice and easy to sew with. If in doubt and not sewing stretchy - get polyester!
Very fine and flexible so if you are sewing through silk fabric it won't leave big holes - good to use when sewing with silk or wool fabrics, often has a slight sheen to it so can look great in decorative stitching like top stitching.
What to buy
All purpose polyester and cotton threads are great for general sewing and most of the big makes do a thread you can use for almost anything. They come in a rainbow of colours, are reliable, strong enough for most sewing projects and not too expensive.
What to look for
The little reel of thread you buy at a shop will have useful information printed onto the ends of the spool including what it's made from so check there first. The display cases should also be split by thread type and if in doubt, ask someone! If you're going just to buy thread to match a fabric you already have, it's a good idea to take the fabric with you if you can, then you'll be able to both match the colour better but also ask for advice about what type of thread to pick if you're unsure.
That's plenty of information for getting started! Get yourself some polyester thread as a starting point and you're ready to sew!