When sewing your own historical wardrobe, something I recently learned about is it is important to sew with a natural fiber thread. Why is this? Why can't I just buy the Dual Duty that comes in the right color, instead of cotton thread which probably won't match because the color options aren't so good?
Compare the actual threads. When using the polyester thread, it seems fairly strong. If you try to break the thread, it will probably hold pretty well. I've found that if you try and cut it with your teeth, it isn't a clean break, leaving a little wisp of thread sticking out that makes threading the needle even harder.
When using cotton thread, it also seems strong enough. It might have a higher chance of breaking if you pull it, and when you cut it with your teeth, it is always a clean break. So, why would I want to sew with a thread that has a higher chance of breaking?
I have heard that polyester thread, when paired with cotton cloth, won't hold up very well. But in the long run, I think the main reason is this: if the most historically accurate way to attach skirts to a waistband is by a whipstitch with this thread, then what would happen if you stepped on the skirt by accident? If you used cotton thread, it might hold, or the thread might break. I have personally had this happen to me. It was awful; for that event, I had to put a million safety pins in, and when I got home I had to regauge that section and reattach it to the waistband.
But what if it had been polyester thread? It might have held, the thread might have broken, but another option that using cotton thread ensures won't happen is your fabric might tear. Polyester thread is so strong it might tear your fabric, and ruin the whole dress! There wouldn't be any way to salvage it if it tore along that upper folded edge.
When looking for thread to match your dress, I have heard that using white when there isn't a better color is the best option. Anything neutral, and it would probably blend in with your dress anyway. I've had better luck at Hancock's than Joann's for color choice. Look for Guterman brand; I think that is the only brand chain stores sell.
Here is an interesting post about thread quality, viewed under a microscope.