There are many favourite threads for EPP.

Aurifil recommend their 80wt thread, it is 100% cotton and extremely fine so your stitches are able to sink into your fabric. there is a knack of not pulling the thread to hard and using short lengths. Worth it though! If you are not sure about the 80wt but want to stick with cotton then the 50wt is an excellent choice.

Superior Bottom Line is a very fine polyester that glides through the fabrics and is very strong so avoids breakages.

Silk #100 Strong and a natural fiber. The first time you stitch with silk you will never want to work with anything else! Your stitches will be invisible even with a restricted palette of colours. The downside is that per foot it is more expensive.