I changed the title to say "yarn choice" instead of "thread choice". The word thread might be confusing since what you're looking for is yarn.
There are a million (give or take) choices for worsted weight yarn. Start narrowing down what you want. Solid or multicolor? Wool, acrylic, cotton or a blend? Washable or do you mind hand washing? Do you have access to a LYS or do you shop in craft stores like Hobby Lobby, Michaels and Joann? It'll help us to give you ideas if we know more.
Also...are you on Ravelry? There are 11 pages of that particular sweater knit in various yarns and styles.