Use a walking or 'even feed' foot: this will give you feed-dogs on top as well as on the bottom and will help to keep the fabric feeding evenly. It will also help minimise the 'squoosh' factor, where the top layer is stretched more than the under layer. If you don't have one, use a roller foot (has little rollers in to roll over the pile: or a Teflon foot. The walking foot is best and worth the money if you'll make more than just this jacket. Get the Husqvarna one! I have a couple of generic ones for my Singers, and a Husqvarna one for Lily, and need to get the Bernina for the 1005! Yes, I'm a foot snob! But the Bernie and HV ones are the best.
Test everything on scraps! Use a jersey or ball point needle, and adjust thread tension and foot pressure until you get a good stitch. For straight seams use a small stitch (1.5 to 2mm) and a narrow zigzag: this builds some stretch into the seam and prevents the stitches popping as the seam stretches. Only use straight stitches where the seam is stabilized by zip tape or a non-stretch decorative braid. For decorative top stitching, use the narrowest zz you have: it'll look like straight stitch in the pile!
Use a good quality polyester thread. I like Empress Mills, made here in the UK, and Madeira Metrosene. I don't rate Gutterman too highly these days: it's 'gone off' a bit. I do like their serger thread, but it's horribly expensive!
Personally, for most seams in poly fleece, I like to use a serger with 120's poly in the needles and woolly nylon in the loopers, but, while this gives a nice tidy professional looking finish, and is quick (sergers just ARE faster!), it really isn't necessary: fleece neither ravels nor ladders and finishing the cut edges is more a matter of tidiness than anything.
I never bother with the 'overlock' stitches on an ordinary sewing machine: cumbersome, lumpy, slow, and no stronger than a zz, and a total PIG to take out of you go wrong!