Two-dimensional artwork like embroidery sometimes looks, well, flat. One way to show depth is to use variegated thread. Besides, it is really fun!
Variegated threads are available in many color combinations. Depending on the manufacturer, color changes can be structured ( or random. Some variegated threads feature several different colors while others contain several tones of the same color. They are available in different weights, ranging from 12 (heavy) to 40 (normal), and types, like cotton, rayon, and polyester.