Trudi,
Congrats on your new machine. Embroidery too? Oh my, you will have fun. There is usually a special foot for EMB and it should come with your machine. No additional purchase for it. My EMB foot connects into the back of machine (Babylock Spirit and Brother Dream).
Did your dealer offer free lessons too?
Be sure to try different needles for EMB. I recently switched to Microtex 90/14 and experience no breakage or thread issues. Some dealers recommend a Topstitch too. Don't forget a supply of pre-wound bobbins. There is more thread on them than a regular wound bobbin from what I understand.
Check all the packaging for accessories. One of my hoops was tucked in an odd place and could have been missed.
Post here with questions and we will help you. Again congrats!