What thread do you use?

[dpa6460]

Ok so I was just sewing along and then realized that I still had my quilting thread in my machine and my walking foot on! My question is does it really matter what thread and foot I use for piecing my blocks? Or should I change to all purpose thread and my regular foot? This is totally a newbie question lol!

(see what I mean? Everywhere I go, thinking and wondering the same things I do!)