An important factor to consider when learning how to embroider is your choice of embroidery thread.
If you are new to hand embroidery I would recommend that you choose a stranded embroidery cotton, such as DMC. There are lots of different threads on the market and the choice can be overwhelming. Stranded embroidery cotton is easy to work with and comes in a huge range of colors. It is purchased in hanks.
DMC stranded cotton is made up of 6 finer strands. Your embroidery pattern will normally tell you how many starnds to use, two being the most common. It is important to match the number of strands with the right size needle. If you are having difficulty pulling the needle through your fabric, chances are you are using too many threads for the size of your needle.
Keeping your threads clean and tidy is important. Getting into good habits from the start will help to reduce tangles. It is good idea to purchase a thread box. A thread box is made up of small compartments and bobbins which are normally plastic or cardboard. Wind the embroidery thread onto a bobbin and label the bobbin with the brand of thread and the number.
This is a must. There is nothing more annoying than running out of a thread and then trying to match it.
My other tip for embroidery thread is to resist the temptation of cutting the length too long. Whilst this reduces the number of times you need to thread your needle it will increase tangles when you are working. A good rule of thumb is to measure from the tip of your fingers to your elbow.