For instance for Connection Server new generation you have this performance samples depending on the hardware: http://support.ptc.com/help/thingworx_hc/thingworx_edge/#page/twx_edge_cs_hc%2Fconnection_server_docs%2Fc_always_on_cx_server_hardware_rec.html%23
There is no official article to tell the limitation on the number of RemoteThings to connect with a ThingWorx instance.
But there are several key factors will impacted the connected number.
1. The hardware of your ThingWorx server. (JVM settings)
2. The network performance.
3. SDK performance...
Usually if you have more than 15000 remote things to connect, I suggest you to use Connection server. And if one connection server is not enough, add multiple connection servers.
(Everyone has a unique system, and finding an efficient way need a lot of test)