larger thread is easier to use on big flies and may be stronger. smaller threasd is much easier to use on tiny flies. I usually just use black 6/0 danvilles for most flies. It will show through on light colored flies and that is one reason to have a lighter color available. On some flies the thread is part of the visible body of the fly and that is another reason. Saltwater tyers would probably not care for the number of wraps of 6/0 it takes to cover the hook which is a reason to use 3/0 or size A. Those who spin big bunches of deer hair swear by gel spun thread. I usually just use a lot of smaller bunches but it doesn't make as nice a bass bug that way. Best would be to ask about thread for a specific fly if you have doubts. You will get lots of opinions to sort out.
I can think of few acts more selfish than refusing a vaccination.