I used the 3mm Ancol brand ones mainly. So anything 3 or 4mm is fine, wouldn't personally go any thicker.
If you get an option on length then grab a bit of string and have a measure, I'm short so went for a shortish length but depends on your height and how high you hold your hand. You can always bunch them up as they are nice a thin.
Like this one, on pic it's on the right so you can see how fine it is
eBay ancol lead