Narrow conduit (old building), need to run 2xhots, 1xneutral
You want THHN wire.  You will find stranded much easier to pull, but harder to terminate.  Do not use backstabs with stranded!  

Sizewise you must use #12 unless you know this is a 15A circuit.  No option there.  I just use #12 because the cost difference isn't so bad as it is with Romex. 

You could've used the old wire to pull the new wire in.  You can wrap the first 3-4 inches of the 3 wires together with tape - stagger them about 1"  - and make the tape a bit lumpy so it's less likely to snag on things... at that point try pushing it through, if you fiddle enough you often get lucky.  If that doesn't work, you can tie a string to a tissue and vacuum it through, and use the string to pull the wires through.  Or get some proper "fishing tape". 



Colorwise, use the correct colors since you can't remark wire in conduit. 

The neutral must be white or gray, conventionally, white. 

Hots can be black brown red orange yellow pink blue or violet. For simple 1-circuit pipe work, convention is black for always-hot and red for switched-hot.



Bat nailed it as to why you can't just shuck Romex.  If the wire isn't marked THHN, it's not as tough as THHN.  You can't use unmarked wire anyway.