When deciding what yarn to use in your thread you must check its strength.
To do this:
1. take a length (about a foot) of yarn between both hands.
2. Pull on the yarn till it snaps. If it seems to break easily it wont be suitable for a warp as it will start to snap when weaving.
Yarns that are smooth and untextured also work well in a warp. When yarns are textured they tend to snag, knot and snap more than a what a smooth yarn would.
Any yarn can be used in the weft.