Embroidery backing material for Brother SE400

Greetings -new guy, first post.

I just purchased a Brother SE400 for small embroidery projects, read most of the manual and have been checking out some youtube tuts but I am still confused on what to use for backing. The machine came with a piece of felt with a backing material attached which I thought might be for embroidery but I can't fit the inner part of the hoop into the outer part with that thick material in it. I also purchased what I thought (was told by the girl at the local fabric store) was a backing material for embroidery but it's very, very thin and flimsy. It is a type that you iron to the fabric to be embroidered. Is that stuff okay to use? The video tutorials show a much thicker material being used. Can anyone recommend a proper backing material? Do they all have to be ironed on to he fabric? Thanks in advance!