The embroidery of initials is almost a lost art except for far and few between or by high end store catalogs like Pottery Barn, LL Bean and Disney Store for their machine embroidery.
I much prefer the creative touch I can provide by embroidering by hand. Really it is simple if you sew by hand you can purchase embroidery needles and floss or embroidery thread. Also search online for the photo of which letters you need and you can copy on paper and then recreate and even give your own spin.
I like for my daughter to have her initial on all her bags for school and sports. She loves it to for the design and being able to recognize her things instantly.