I use only genuine Brother bobbins in my Brother. I'd hate to mess up the timing and whatnot to save a fraction of a cent over cheap bobbins. I use only authorized attachments manufactured by Brother. Others are not sticklers like me, but my Brother is my baby and she knows my touch. So, I care for her needs, too. Lol many of us here at Cute have discovered that Metro Threads are of high quality and produce beautiful results each time. This company gives excellent service after the sell.

I recommend you also check out Embroidery Library for their instructions on fabric and stabilizer usage. They have a wealth of information for newbies and experienced users alike.

More helpful info, I hope. For regular sewing, I buy my thread from Connecting Threads. They have beautiful fabrics and excellent service. Regarding which needles, I find Smetz needles serve my Brother well. They have an app for the IPhone that suggests which needle to use for whatever project you need.

I use metro and threadart thread in both my machines with no problem. I have the Janome 11000 SE and the Babylock Ellisimo.
One thing
I didn"t know when I stssrted was that there is bobbin thread.

There are differences in threads for sure...and there are differences in bobbins, too...you must make sure you are getting the correct bobbin for your machine...some look the same, but they are not...it is not easy to tell the difference between a Class L and a Class A bobbin, but there is a huge difference to your machine...I would try winding one of your Brother bobbins with an alternative bobbin thread and see what happens...perhaps the bobbins you used were not the correct size (?) I am not sure as you didn't really say...as for thread, get one spool from a few manufacturers and see what your machine "likes"...when you determine the brand, you can fill in your colors....I have a BabyLock Ellisimo and use Metro threads and their Class 15A plastic pre-wound bobbins with no problems....and their plastic bobbins can be re-wound which is a plus as most pre-wound bobbins can not be re-wound...they need to be tossed...

One of my machines is the SE270, and after doing a bit of research, see that the 400 uses the same size bobbin, which is size A. It's a bit wider than an L.
I buy extras in Walmart-get the 4 pack for about a dollar, they are a bit heavier than another pack there (think they have 5 or 6). Much cheaper than the Brother brand and just as good. If you have the thinner bobbins L, you can just put a dime under the bobbin in the case to raise it up a bit so they thread is grabbed right.
I've used bobbins from Nebs, Metro , lots of places. It appears to have the same winding system as the 270, and once you get the hang of that, is not bad, they just need to be tight. I have RA and my hands are finicky sometimes, so I got one of the Simplicity bobbin winders, which work quite well. Got mine from the Hobby Lobby with a coupon so it was less than $20. My Ellegante uses the same size, and she has no problems with any of them.
I found I do not like cotton bobbin thread made for the embroidery machine. It is heavier then sewing thread, and you don't need the bulk under your pattern. Regular sewing thread works for sewing, I use the brother for my quilt piecing and it does a great job.
I googled Brother SE400 and this was one of the answers, you might find more info doing that, too.
Jo

I have a Brother SE400 and it is very picky about the thread that it likes. Metro thread works well for me. Early on I bought a whole box of some other brand and it just sits gathering dust. For embroidery work I buy the prewound bobbins, for everyday sewing I wind my own using the empty prewounds.

I have two Brother machines who, of course, love the Brother branded thread. I'm frugal so I only use that on super special embroidery projects. I've used Nebs prewound bobbins because they were given to me however I haven't found a nice cheap source (here in Australia) so I rewind my own empty bobbins. I think they were something like $15 for a 10 pack but they are genuine and can be refilled forever (or until I step on one lol). I also use the genuine Brother bobbin fill.

For embroidery I've finally found another brand my machines like - that was a very expensive journey *sigh*. My bigger Brother (a ULT) is seriously fussy with the top thread brand, but my smaller Brother will happily stitch with the cheapest thread available just as nicely as with Brother thread (We're talking dirt cheap thread made for construction sewing here lol - my dealer put me onto that as hers stitches fine with it too.) as well as the other brand I found (it's marketed by a fabric shop here so I'm pretty sure you won't find it unless you're in Western Australia.) Having said this I've heard that Designs By Sick's thread is also being loved by Brother machines, but I'd like to try just one spool first than buy a set only to find my ULT hates it .. like I said, it was and expensive journey and not one I wish to repeat.

Both my machines aren't so fussy with the threads when it comes to construction sewing though (by this I mean when using as a regular sewing machine). Do you plan on using your new baby for only embroidery or will you also be sewing with it?

Although my embroidery machines are capable of regular sewing, I do prefer to use them for embroidery only as I have a Janome sewing machine, and a Bernina overlocker for when I'm sewing. When needed I have my embroidery machines as back up if I need to get the Janome serviced.

Welcome to the addictive (and expensive lol) world of embroidery (design collection is addictive too). xXx