People new to wool applique often ask me what type of thread use they use? My answer is simple....what ever gives you the look you are going for. You don't always need to purchase extra thread just to get started. If this is your first piece you can easily use embroidery threads you have on hand. I use 2 strands if I don't want it to stand out and three if I do. I tend to match colors to the piece of wool but you don't have to. You can use perle cotton threads. I like either size 8 or 12 wt. I have even used 12wt sewing thread. Sometimes I will mix colors of thread for a variegated look. I will also mix different types of thread within a piece. I will even use blanket stitch around bigger pieces and a whip stitch around smaller pieces. It really is all about the look you are going for. If you want a real primitive piece you can stitch all your pieces in black. So there is not Applique Police! I give you permission to be creative.