So I made myself a scarf out of a piece of fleece and it's plain so I wanted to embroider it. I threaded a big needle but it wouldn't go through the fleece. Have I done something wrong?
These are the big needles I have:

(The one with pink thread was the one I tried, the yellow one is plastic and came with a childs knitting set)

Other then that I just have normal small needles.

You might need to try a smaller needle then. If you use less strands of embroidery thread it should fit through a small needle and your fleece. Just double it over and tie it like you would a needled and tread for sewing on something like a button.

The needle wouldn't even pierce the fleece.

the bigger needles might not be as sharp as smaller needles.

Yeah if the needle wont pierce the fabric its because you need a sharper needle. If you try a different one and find its the "eye" of the needle your having problems getting through then you need a finer thinner needle.

Punch holes in the fleece then sew.I use an awl for this.Then you can push thread and thread though.
You could use safety pins to hold a paper pattern over fabric- use awl technique,Leave paper in situ and rip off paper when your done to leave stitches