I owned an 8500D for several years so I can help you out.
I've owned 4 Brother embroidery machines (so far) and as far as the thread goes, I didn't have good luck with Madiera and I think that's because it was rayon. My machines just don't seem to like the rayon. I use Isacord thread, mostly because the dye lots are consistent. But I've also used Sulky, and Threadart sells a nice generic high sheen embroidery thread very reasonably, and it works and looks great as well, and I've also used good 'ole coats and clark and varigated polyester thread on the cones too with good results.
As far as the cards go, my 8500D came with 2 cards, an alphabet one and a 60's motif one, no software included, so you probably aren't missing much. Your machine takes PES format, you can buy Ped Basic (same as the PE Design Basic), which is the software that lets you download designs on a card and put them in your machine. The 8500D doesn't take a USB stick.
I use 80/12 topstitch needles on my machine. The topstitich needles have a bigger eye. I use them on my sewing machine too. I use a 75/11 needle if I'm making lace on my embroidery machine.
You can register your machine with Brother on their website, doesn't matter if it's new or used. If you register it, then you can call one of their techs if you are having a problem and they will gladly help you over the phone.
If you have any more questions, please feel free to PM me.