Normally, in anything under 1/24th scale, cotton thread is too thick to look right; it might look acceptable to the naked eye at first, but take a photo, and it'll look like rope!
Depending on scale, and the type of antenna wire or rigging required, I use either stretched sprue or 'invisible thread', the type used for mending clothes etc.
In 1/72nd scale, you'll just about get away with this, but Wojtek uses the very fine 'threads' from ladies tights, which looks spot on for this scale. The advantage of stretched sprue is that it can be stretched to (almost) any gauge you need, the disadvantage is the method of fixing and taughtening, where it can snap easily when very thin, as it is fixed at one end then pulled tight. For rigging, particularly on biplanes, although it's sometime since I did one (got three on the stocks though), stretched sprue or fishing line of various gauges can be used, IF you are able to cut to the desired length and fix eadily. If not, then the 'invisible thread' is often better, as this can be fixed at one end, using CA, then pulled into position, through a pre-drilled hole if possible or required, fixed with CA, then cut and trimmed when set. This material can also be 'adjusted' for gauge by painting, in whatever colour is required, and, if the existing gauge needs to be retained, then, being virtually transparent, a run along one edge,with the edge of a paint brush, will colour the line without increasing the gauge. If used 'raw', it can simulate a bare wire, again depending on scale.
Other materials, again depending on scale and requirements, can be thin brass or copper wires, and various resistance fuse wire.
Obviously, the materials and methods are many and varied, and we each have our prefered methods etc, but hopefully this will give you some ideas.