All our lace weight yarns for your delicate stitching! (Also including here our thread weight cottons mainly used for crochet work) and Ito threads which are great for combining with other thicker fibers for textured work.
Yarns come in all kinds of thicknesses, from lace weight to jumbo. Generally the thinner the yarn, the smaller the needle or hook size you use. Conversely, the thicker the yarn, the bigger the tool size you use. But, of course, you can often use a different tool size than recommended - not only to obtain gauge, but to create a different kind of fabric - drapier or firmer, depending on your desire.
Find a chart of the standard yarn weights here.