The needle did you separate the strands of wool yarn?
It is an Embroidery Kit Janlynn, there were no instructions Packaged
Normally you use wool which is three folds as a single strand. A suggestion to Make Your work clearer was to separate the strands, then thread the needle as you would normally. This will give you a much nicer finished product. Good luck. The same thing applies for over 6 Embroidery component. Use aa single unit of six strands, but separate again for a better finish.