Needle sizes run from 4 to 10. Size 10 will be far too flimsy, as those are the finest needles. I usually get a set of the size 8s. They're a good midway; not too thick that they'll split the plastic and not too thin that they'll break after a few attempts to rehair. I haven't had an 8 break when I've been rehairing.
I do suggest you also use a small thumbtack to gently widen each plug hole, before you use the rehair needle. The plastic shrinks back around the plug fairly quickly, and it helps preserve the needle.