Cotton absorbs moisture will most likely frizz your hair so that is why you should NOT sleep without a silk scarf/pillow. The same thing goes for the thread that you use to sew in your wefts. 

If you don't moisturize and take care of your hair underneath then the left thread might turn your weave into the opposite of a protective style. 

The left thread is also much lighter than the right one. Imagine someone just touching by your hair to feel it and oups.. Weave gone! Jokes aside don't get the cheapest thread just because, using thread of quality can help your weave to last longer. 

I learned that today while installing my weave.Once again lesson learned! I also have a video demonstrating the strength of the two different types of threads which will be up on my YouTube channel.