OK, ladies, I'm going to give you my lecture on threads to be used for applique and why I use them. First of all, the 'issue' generally becomes whether to use silk (which glides through the cotton fabric beautifully and is easily hidden) or cotton, then which weight of cotton? So, the silk worm extrudes miles and miles of silk filament, which is reeled off through boiling hot water because that's when it's at its strongest...when it's wet. And its *very* strong. Now take cotton thread. It's short, the cotton staple at best being 3/4" long. It's very fragile and weakest when its wet. So now take your applique quilt in 100 years (and we do love those antique quilts). If silk has been used, it's cut through the cotton fabric and the thread people (who sell silk thread) will tell you that it's so strong it's still fine. Ya, it's fine, but the quilt isn't! So now cotton: Cotton will, in fact, become one with the cotton fabric it's stitched onto. This will have a better chance, In My Humble Opinion (IMHO) of surviving intact. Most curators will tell you the same thing.
So I opt for cotton thread on cotton fabric for that reason. I do use silk thread, but only on silk fabric. I prefer Mettler 60/2 wt cotton. It's one ply less than the normal 50/3 wt. and therefore is fine enough that you can hide it in your fabric, if you come out on the fold of the applique fabric and give it a slight tug to tighten it. I have tried DMC 50 wt. and it's very nice, though a little 'hairier' than the cotton. My guess is that it hasn't been 'gassed", that is pulled quickly through a gas flame to burn off the little fuzzies. But it's still a good product. If all else fails and I can't find the right colour in either of these two brands, then I use Gutermann cotton, 50 wt. It's just fine. So if you have Mettler 60/2 or DMC 50/3 available locally, buy them. If you only have Gutermann, then use Gutermann...as long as it isn't the poly thread, which is a whole other issue .
So there you have my little lecture on thread. This comes to you from 29 years of weaving/spinning experience. I hope I've helped you make an informed decision about whether you want to use silk or cotton. In the end, it's your decision and your quilt