All good advice given so far, especially relative to thread size. I have been tying Zebra Midges with 14/0 and it's ideal. I also picked up some reading glasses that I'll use for getting more intricate, but I'd imagine that a magnifying glass is a perhaps a better option.
There are lots of flies that I'll tie, but some that I just won't attempt--yet. Generally the smallest I'll tie is a 22, but with each year at the bench, I keep going smaller. A few years back, I wouldn't attempt anything below a 16. Start with simple patterns, like Zebra Midges, Griffith's Gnats, and Scuds. As you get more comfortable, go smaller.
Last season, I was fishing Neshannock and struck up a conversation with an older gentleman and we exchanged some flies. He gave me a size 26 Copper John that just blew me away. When I asked him how he was able to tie, his secret: lots of practice, patience and a magnifying glass. Pretty much backs up everything that the previous posts have said.