some quick thoughts to add to the excellent advice.
Don't worry about the silk at all, use the gossamer 6/0. perversely I find it easier to do a good wrap with gossamer than nylon. Nylon, because of its diameter leaves a visible bump, no matter how well you trim and slip the tag end. Get a burnishing tool (I love my agate one from GW). It makes the thread lie flat and tight.
As for finish, skip the varnish and use a rub-on like Tru-Oil. You have a very low probability of getting the dip and extraction rate correct on your first rod, whereas the rub-ons are almost impossible to screw up. For more insight, read the following pages on bamboo rod finishing...http://www.bamboorodmaking.com/index.html