It is too thick, it's worsted weight yarn; in the US 4 ply refers to how many strands, not the yarn weight. A 4ply weight is fingering or sock weight yarn. You can use something like patons Grace, or Sinfonia cotton yarn; some people use baby yarns for socks though the colors would be pretty light unless you have a Hobby lobby. Their Sweet Delight baby yarns come in darker colors and some people like knitting socks with them.
sue- knitting heretic