Hey, yes you can use any kind of rope to make a Rope Halter, but not all ropes will give you the same quality product. First I would recommend a Double Braid Marine Yacht Rope. Double Braid means that it has a outside cover over an inside core which makes a very Strong rope. Second consider the material of the rope; Nylon can have a soft or firm feel & comes in many fun colors. Polyester is the BEST Quality available as it has many advantages over Nylon. Polyester has an excellent Abrasion quality(does not snag), it is resistant to UV sunlight, mold & mildew, maintains its strength wet or dry, low stretch and feel soft and pliable at all times. Natural Horsemanship usually use the Polyester Double Braid. The only drawback to Polyester is that it only comes in limited colors.
Third is that not all Halters are equal! Where the knots are located can have a big impact on your horses pressure points and response to the rope halter. Sizing matters it should not be too big or too tight or you will lose the advantages that rope halters provide.