i do not believe danville makes 8/0 or 12/0 threads
6/0 WILL tie midges but thread control is important.
for smaller than size 18, i would recommend the veevus brand threads in size 12/0.
the only time i unwind my tying thread to a ribbon vs a rope is when i'm doing thread bodies or under bodies when i want a smooth vs segmented look and when i do the finishing/tie off knot.
the smaller the number (3/0) the larger the thread
buy a spool of each number of thread (3/0, 6/0, 8/0, 10/0, and so on) and break some thread. this is one exercise that all new tyers should be learning way before tying that first fly. thread management is one of the most important techniques to learn. this will give you a feel for how much tension you can wrap the thread. then use the smallest diameter you a comfortable tying with.