Thistle is a pretty aggressive weed, and once you start your new bed for the milkweed you're going to be watering which will also encourage the thistle. Milkweed is pretty lusty, once established but don't forget once the butterflies find it, the caterpillars will eat every leaf down to the stems, so you'll have bare sticks off and on in that bed. Plant something else like maybe Gaillardia (also a butterfly plant) or Salvia (hummers love it) in between your milkweed to keep something green in the bed and discourage weeds.
I'm sure you'll clear out the thistles as you plant, then mulch around your new plants with a good thick 3 or 4in. layer of wood chip or other organic mulch to try and discourage the thistles from re-seeding and coming back. Mulch will also help your milkweed plants (and others) by keeping the soil more moist and cool. Organic mulch works much better than stone or rubber, for example, because it mats together which really prevents seedlings getting through. It also enriches the soil as it breaks down and provides much better insulation than the non-organic stuff which heats up in the sun and retains heat.
If you see thistle plants coming up, put a plastic bag or a sheet of clear plastic over them and let the sun burn them. Be careful to remove it once the weeds are cooked, as it will also heat up the soil and prevent water getting through. If you really REALLY get behind with the weeding, at least go around with a scissors and cut off the flowers on the thistle to prevent it re-seeding itself. This will help a lot next year.
