Rayon is the most popular and affordable machine embroidery thread. It is easy to find, simple to use and available in hundreds of vibrant colors. Made of organic cellulose, rayon fibers have a luxurious sheen and soft touch, but, despite their beautiful presentation, they can fade over time. Rayon is the most popular and affordable machine embroidery thread. It is easy to find, simple to use and available in hundreds of vibrant colors.