Quilting with denim was a new and, to be honest, scary thing for me to try. I was taught that to be a good little quilter, you must always use lightweight 100% cotton. That cotton also should probably be purchased from a bona fide quilting shop.
For your reference, I've created a list of basic and not-so-basic quilting terms, tools and supplies. In this post you'll learn common quilting acronyms, technique names, and, if your head isn't spinning by then, lots of links to blog posts that dive in-depth into many different aspects of sewing.