I have been wondering about this myself. I am glad to see the answer. Thanks for asking and thank you cuties for coming to the rescue!
If you go to EmbLibrary.com they have a tutorial on monogramming, have seen this this morning.
I have embroidered for clients. All of them requested :
TJK Usually the J is twice the size of the other letters. Embellish the J and make the other letters half the size of the J.
It is your design. Do what you want to do.
Have fun!
Many hugs, Bonnie