Thanks for everyone jumping in here with all the advice! The pattern is telling me to iron it to the fabric before I do my embroidery. The fabric is pretty much snow white so having a backing will certainly help hide the threads. In what little bit of embroidery I've done I've also had a hard time not using knots to anchor my thread. The HeatnBond Lite says you can sew through it with no sticky residue but it just feels a little too stiff for my liking.
This is a table runner that is going to have batting also. I would attach a link but I'm not sure how. The pattern is Jolly Old Santa Table Runner by Pattern Press.