Embroidery floss has a tendency to knot if left on the skein. Remove the paper wrappings and form the floss into a loop. Pull one end of the skein and trim. A good rule of thumb is to cut a length equal to your forearm from fingertips to elbow.
Pinch the embroidery floss plies together at the top with one hand; then pull one of the strands out from the top until it's removed from the group. Repeat with each strand until all have been separated. Then group the desired number back together again.
Rather than using a knot as you would in sewing, anchor the first embroidery stitches in other stitches on the back side of your work. Catch the tail of the first stitch on the back side of your work.
When you reach the end of your stitches, need to change color, or are running out of floss, secure the end by weaving the needle under a few stitches on the back side of the work before trimming the floss ends.