Hi Lori, and Welcome!
I don't have this particular machine, but we do have 3 Brother machines at my house, and I can't say enough about them, I love them so much! I have a $200.00 serger that I bought about 6 years ago and it is still going strong. I have a PE700ii stand alone embroidery machine (it does not sew, just embroidery) that has the computer connectivity that is probably the same as the Se400 , and then my daughter has a SQ900 sewing machine. My daughter's sewing machine sews better than my pricey Viking!
The connectivity hooks into the usb drive of your computer, and into the side of your machine. I usually borrow hubby's laptop to load designs, since my machines are in a different room than my desktop computer. I haven't found it to be any problem to do.
So I would say that yes, it would be a good machine for embroidering. Just be patient, and start out with the preloaded designs first, until you get the hang of it. Then when you want to branch out with other designs, my favorite place is
http://www.emblibrary.com/EL/Default.aspx In fact, it is the only place I buy designs. Every week they put a ton of designs on sale for either a dollar or a dollar fifty. You may want to sign up for their email newsletter.