Ah Launderess, yes, the joys of a serger and inventing new languages to go with them. Much as I love the Elna, it is no different. You have to thread it carefully and if you don't it is nothing but trouble! For me, I forget to raise the foot, thus releasing the tensioning discs for the thread. Think of two pie tins that come together to apply tension to the thread. If you don't the thread rides over the discs and you have a mess. On sergers this can be harder to see than regular sewing machines and you have to feel the thread lock into tension as you thread it.
The dental floss threaders are just little plastic loops that you can feed your thread into the looped end and then use the single end to feed it through the loopers. A pack of them is very cheap at the local drug store. These are helpful with thicker threads.
Yesterday I had the pleasure of working on the Babylock Evolution, an 8 thread machine, with the airjet threading and they are a dream. Very, very easy to thread, and should you make a mistake in the settings, and I did, very forgiving. The price, expensive. However if you did a lot of serger work, this would be the machine. I put the link to be below. For now, the Elna will work for me, but I'm saving my dollars for the new one.
Wesley, what brand of embroidery machine did you get? And yes, a lot of the newer sewing machines have some sort of automatic threading. Embroidery isn't terribly difficult, just make sure to have the correct stablizers and thread to do it. Feel free to email me if you'd like.