As a general rule of thumb, you want to choose a needle that is thick enough to make a hole in the fabric that the thread will easily go through but not so thick that it leaves visible holes in the weave of the fabric.
You also want to choose a needle with an eye large enough that you’re able to easily thread the needle. Choosing a needle that is too thin will make it hard to pull the thread through the fabric. Selecting too large of a needle can make it harder to work on more intricate designs.