I have a Brother SE400. I don’t have any software, but I did use a trial version of Sew What Pro when I was doing some monograms. There are a ton of resources online for Sew What Pro.
If you are just doing designs, you generally don’t need software, unless you are going to merge designs or alphabets. Call me an enabler, but the absolute coolest embroidery designs are on Urban Threads (http://www.urbanthreads.com/) – they have great sales all the time, so get their newsletter or stalk their Facebook and Instagram feeds. There’s also a Facebook group for SE400 users if you’re a FB person.
Also, Youtube Brother SE400 for info about stabilizers, etc. You will need cutaway, tearaway, and Tender Touch (to avoid scratchy stitches on clothing) to start with. Or, you can always shoot me a message!