So this question has been bothering me for a while now. Some people don't mind this, while others absolutely hate when icons don't have the same style. This is from my experience. What am I am talking about is thin and bold icons. In Material Icons offered here by Google: https://design.google.com/icons/ you can find various icons, what I was wondering if I should use all the same icons, EG: Only thin line icons or only bold icons? Or is using both icon styles allowed and not frowned upon?
Consistency is a useful thing. However, you are also constrained by it. The icon set you use put a upper constrain on the complexity of icons you can use. So if you feel that the icon set does not give you enough then you may need to redesign the icons to fit your need.
In reality theres very rarely the luxury to entirely design the icon set to be entirely uniform. So you quite often see interfaces with a mixture of icons form different sources and ages. You can see this everywhere, I currently have Illustrator open in the background and I can see Adobe suffering from this.
So if you can restrain yourself to a uniform set, please do. Not that even all sets are uniform in a generally accepted way. There might be people who disagree with you. What is more important than the uniformity of your icons, is the fact that you create a coherent message with those icons. So if theres 2 distinct functionalities that are like but not mixed it might well be within the rights to use totally separate iconography.