Oh there you go, opening a can of worms aren't you? Some folks take thread discussions very seriously...
But, I'm not one of them.
Different thread brands are inconsistent with each other on thread diameter size. In my overly simplified way of thinking, Danville's 210 denier is roughly most other folks 3/0 thread; 140 is everyone else's 6/0,and 70 is 8/0.
As a general statement, the smaller the denier value, then the smaller the diameter of the thread. Smaller threads allow for smaller heads, fly bodies, etc. Depending on the fly pattern, this may or may not be important, but generally the smaller the hook size the smaller the thread will need to be.
I have a tendency to mix thread brands based what I have available or can get. But, 140 (or equivalent) is my general purpose tying thread and I use that size most often. I use 210 for bigger bass and Striper flies, especially when bucktails or deer hair is involved.
I have been using 70 or 8/0 threads more and more often. Especially when I'm tying on size 18 or smaller hooks or when I'm trying to tie a "fancy" fly pattern.
If you've never used anything smaller than 210, it may take you some time to adjust to how much easier it is to break the thinner thread the first time you try it.
Here's an example where using 70 or smaller thread is required to get the thin body and small head. But realistically, how often are we going to tie something like this? I use thicker threads on my bass flies to create a more durable fly.