It's tempting to just start mixing different weights of yarns in a project, and often you can get great results this way if it's a project in which gauge and size aren't important, like a scarf or a blanket, where a freeform style can work. But, when you're trying to make an item where the size consistency of your stitches is important, like a sweater or hat, you'll want to be sure to use the same weights of yarn.
For example, I'm working on a baby hat right now for which I found Lionbrand's cashmere blend yarn in a beautiful red color for the background, but I want to do a pattern in white, and, of course, the yarn doesn't come in white. So, what to do? The cashmere blend is considered a medium worsted weight, a "number 4" on the standard yarn weight system, so I need to find a white yarn that is also a number 4. The weight of the yarn, in many ways, is more important than the fiber content of the yarn because it is the weight, along with hook size, that most directly affects the size of your stitches. But, pay attention to the fiber content as well because that can affect the washing instructions of your finished item and how it holds up over time.