Thread can be a contentious issue so the choice is down to you, but for guidance here are my preferences.

Except on very rare occasions I only ever use two colours of thread Black and White. I only ever use two types of thread Corespun Polyester and Bonded Nylon, both these threads are stronger for their diameter than the equivalent staple based polyester and cotton threads. Gutterman threads are long staple threads, they are expensive and whilst there is an enormous range of colours I don’t actually rate it for making soft kites and inflatables. I use Bonded Nylon 65s for large inflatables and for small inflatables such as the bear I use Coats Epic Corespun 120s and 75s. I use the thinner 120s for the applique and the thicker 75s for the construction. The numbering refers to the size of the thread, the lower the number the thicker it is. Most domestic sewing machines can cope with 120s and 75s, 65s is on about the limit for my domestic machines and for anything thicker you need an industrial machine.