Beeswax is perhaps best known as something tailors use, but there's a reason for that – it makes sewing a bit easier! It's not essential, but by pulling the thread through the wax before sewing, you can more easily avoid tangles and knots. I've personally tried it on metallic embroidery thread combined with cotton thread and noticed fewer tangles. It's often used for topstitching, buttonholes, etc., but it's just as practical for other hand sewing and embroidery too.