I really, really wish I could have borrowed an embroidery machine for a month or even KNEW someone that had one... just to see or ask what I was in for. There is a learning curve but its also an expensive endeavor.
I took a few craftsy classes on stabilizers (the first learning curve hurdle) that helped tremendously and refer back when needed. As someone that loves to machine appliqué on my DM, I though I knew a LITTLE BIT about stabilizers...WRONG!!! lol The classes discussed how to stabilize various fabrics, design density choices and needles. Hooping is another hurdle, it can be tricky and needs practice. A person can be shown or told how to do it but one needs to get a feel for their own hoops and fabric themselves, through trial and sometimes a bit of error.
I also wish I knew that I needed extra patience with myself, plenty of money to play with, lots of various stabilizers, tons of threads for all the beautiful designs, lots of needles, a pile of clearance fabrics and old clothes and towels for practice and testing. Machine Embroidery is more resource intense than I knew going into it. Once the learning curve is conquered one will see where and where not to be a bit more or less frugal with the resources. Cheap is not a concept that works with ME, for the most part.
I wish I knew more about thread when I started ME too. Good thread can also be expensive initially but does last a while. Some people can get away with cheap thread but some machines will simply not stitch with them. I certainly would have been thrilled to save a buck and use cheap thread if I could have; I had a Brother Designio that would not stitch with them period...not even ONE no matter what design, needle, stabilizer or fabric I used. Before buying large amounts of cheap thread, buy one or two and test if your machine will stitch nicely with it. It cost me more than I want to admit to learn that lesson. I'm a thread snob now but wasn't always so inclined...I was forced into snobbery by an uppity tantrum throwing EM.