For embroidery you shouldn't use yarn because it is to big and to thick for tiny details.
For embroidery you should use DMC thread. It comes in small bundles and in spools. It is durable and can be washed.
Embroidery tips Edit
If you are not patient and want to have it done and not take your time Embroidery is not for you,
When you do Embroidery do not only use the staight stitch. It would look a lot better with different knds of stitches.
If you only know one stitch you better get learning some new stitches.