HI LUCY. IT TENDS TO KINK, SO SET IT ON A CONE STAND EVEN IF A SMALL SPOOL AND SET IT A GOOD DISTANCE FROM THE MACHINE SO IT HAS SPACE TO KINK AND UNKINK BEFORE IT GETS TO THE MACHINE. SOME PEOPLE FEED IT THROUGH A SODA STRAW. SLOW YOU SPEED DOWN.

here are some tips and hints from embroidery library

I have used metallic thread with the needles I use to embroider with no trouble. The big secret to using it is as grace and ham says... place the spool away from the machine. You can place it in a cup or glass or a thread stand on the floor. Just thread your machine as you normally would. Let us know if you need more help and be sure to tell us how your project turned out.

I've just used some in the same needle as the rest of the design. (Bog standard Organ needle.) I did slow the machine down.
I have found it makes a huge difference which brand of thread I use. My machine likes Marathon so that is what I buy!