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I use 210 Ultra Thread. Bobbin size doesn't matter, but I prefer a smaller one. Natural and synthetic all have their applications. Starting off, you should get strung marabou in assorted colors and strung hackle in assorted colors. Tie on the tail first, and the tail should be about 1x to 1.5x the length of the hook:

Then tie on your body material (chenille, metallic tinsel chenille, etc...) and wrap it around the hook shank to the lead head, tie it off using the hand whip-finish (see the 3 ways to finish sticky at the top of this board) and put some kind of head cement or nail polish on the final thread wraps. And show us some pictures of what you made.
"Mister, I love the way you wear that hat."
"You don't know nothin'."