I love yarn!!!! I have quite the collection. made many afghans in my day. This is regular yarn. Yarn comes in many sizes. this looks like a no. 2. lower the no. the thinner the yarn.
Read the comments below, (even my own, duh) and this is definitely yarn. Used this same type to crochet many afghans in the past. Embroidery thread much thinner.
I just enjoyed this colorful pic..tee hee.