Can I use any thread in my sewing machine?

Any thread will physically go through the machine. The question is what it does to the machine and to the seam.

Cheap thread sheds lint. That lint packs into the tension discs and the bobbin race, where it changes how the machine handles every thread afterwards. A great many “tension problems” and “my machine needs a service” complaints trace back to a full bobbin race, and the lint came from somewhere.

Cheap thread also has weak points along its length, which is why it breaks at random rather than at a particular point in the stitch cycle.

Old thread is not the same as cheap thread, but it fails the same way. Cotton thread in particular degrades with age and humidity. If you have inherited a box of thread, test it: pull a length between your hands. If it snaps easily, it will snap in the machine.

Match the thread to the job. All-purpose polyester for construction. Topstitch thread — with a topstitch needle — for visible stitching. Bulky nylon in overlocker loopers. Monofilament for invisible hems, pressed with a cloth because it melts.

And use the same thread top and bobbin unless you have a specific reason not to. Different threads have different stretch and take tension differently, which produces the puckered seam people then try to fix with the tension dial.