Welcome from Kentucky rtark. I use a lot of 210 denier flat waxed thread for 1/16 & 1/32 jigs.Here are a few places you might want to look at the videos.
FlyTying: The Angler's Art on OMN
Fly Tying Videos - Fly Fish Ohio - Adventures In Fly Tying Podcast
Fly Anglers OnLine, Your Complete Internet Flyfishing Resource.
I get most of my tying stuff from here. The absolute best prices anywhere and Robert is a great feller also.Crazy Angler Your here look no more
If you need any help PM me and we can see what is going on.
A word of caution. There is no 12 step program for jig tying that I know of. Have fun !!