The question puts many in spot. Simply because as a consumer you've been told that higher the thread count, better the bed sheets.
While this information is totally half-baked, what we can tell you is this: The quality of your sheets will depend on the ply, not the thread count.
In simple terms, ply is analogous to a strand of hair. The one with split ends may give an inflated thread count when combined, but it is also highly prone to breakage. Similarly within bed sheets, always opt for single ply yarns, which makes the fibres longer, smoother and devoid of any splits.
When you're about to buy a new sheet set, look for single ply 300 thread count cotton bed sheets. Within cotton, you can opt for organic cotton sateen, percale or jersey weave sheets, depending on the climate.
While low thread count bed linen will wash off in a few washes, too high like 1000 TC are most likely a scam. 300 TC is a sweet soft. Opt for these.