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Are there certain sizes that are better for different items? Do I need to replace them often or at all?
Always replace needles when they break. The needles that come with the machine are a universal size. As you learn embroidery you can experiment with different sizes to suit your needs. For instance metallic threads aren’t the same shape as regular threads. They work better with larger sized needles. Most people use 90/14 for metallic. The bigger the number the bigger the needle. For small letters a smaller needle works to make a cleaner look some use 65/9 for fine stitching. This is a skill that comes with experience.