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There are many different types of thread to use for embroidery. I wanted to go over the basics here so you can decide which thread is right for you!
The most common type of thread I use for hand embroidery is 6 strand DMC cotton floss. This thread has 6 strands that are twisted together that you can easily pull apart to use separately. Traditionally, cross stitch projects use this thread because you only use two of the six strands of thread. I use this thread a lot because I use one to two strands of the thread for my pet portraits, as they require a lot of small details to make them look more realistic. For floral embroideries or any of my kits that I make, all of them use all 6 strands and give it a more 3 dimensional feel.
The next type of thread I use for hand embroidery is the perle cotton thread. This thread comes in various sizes of thickness and is twisted like rope so that you cannot pull it apart. For more complicated embroidery stitches that are more intricate and decorative, this thread can be easier to use. (Sometimes with the 6 strand thread, it starts to unravel. )
If you're looking for thread that has a more satin finish, you can use 6 strand rayon thread. This thread is super silky, a bit more slippery, but extremely beautiful to work with! Just of note, the strands tend to separate easily, so I’d recommend starting with the regular cotton floss if you’re a beginner! Rayon (left) and regular 6 strand cotton (right)
Here is a side by side of a stem stitched worked with the perle cotton (left) and the 6 strand (right) so you can see the difference. I find for decorative stitches it’s easier to make the stitches look neater with the perle cotton, but for larger pieces requiring a lot of filling in (ie with shading and satin stitches) the 6 strand works best.
There are many brands of embroidery thread you can use. I have always used DMC embroidery thread as it is color fast and high quality. I personally cannot speak to any other kind of thread, but I'm sure there are many other nice kinds! Let me know in the comments if you have a recommendation to share!