Honestly, I've never tried it. My first yarn purchase was from an LYS -- I felt so overwhelmed and intimidated when I went in there that I didn't do much exploring. I asked the nice lady to suggest something and ended up with a wool/acrylic blend -- it was cheap and I liked the color. I came online to look for videos because the book I was trying to learn from wasn't very good, and I found this place. I learned about KP and ordered some WOTA which I liked much better because it was softer and a lot springier, which made it much easier to work with. (I also really liked the price!)
Anyway, as I continued to read through past forum threads, I quickly learned that that Red Heart and acrylics in general, were not very popular. One "exception" that a few people mentioned was Caron Simply Soft, so I went to Joann's and bought some. Unfortunately, I didn't care for it much because it wasn't very stretchy, which made it a lot harder to knit with, in comparison to WOTA. It also felt a little weird on my hands... I can't explain it.
I've never liked wearing wools very much but I really prefer knitting with them -- lately I've been favoring superwash yarns for practicality -- and especially merinos, for obvious reasons. Cotton just doesn't do it for me -- at least I haven't found one that does. People keep talking about Plymouth Encore as a nice blend so I've been meaning to try it, but haven't gotten around to it yet.
There is no right way to knit; there is no wrong way to knit. So if anybody kindly tells you that what you are doing is "wrong," don't take umbrage; they mean well. Smile submissively, and listen, keeping your disagreement on an entirely mental level. They may be right, in this particular case, and even if not, they may drop off pieces of information which will come in very handy if you file them away carefully in your brain for future reference.