This question hasn't attracted answers, yet. I don't know much about sewing, but I've used nylon thread for other purposes and maybe some insight from that will be helpful.
It is much stiffer than regular thread. It doesn't like to make tight angles or loops. It might have a tendency to distort really thin, soft fabric. You can get very fine nylon thread that is similar in flexibility to regular thread, but it is almost invisible in most fabrics (it's used for invisible stitching).
If the thread you're looking at is thick, like regular thread, it will probably be too stiff. If it is very fine, you might be able to embroider with it, but you will need a lot of adjacent threads on the surface for patterns to be readily visible and to fill the space.
I'm not familiar with the art of embroidery, but you might be able to use thick nylon thread just for the surface pattern if you can capture it to the fabric with regular thread. Those areas will be much stiffer than the fabric, so you might have trouble getting the fabric to fold and shape naturally (it would be like sewing a stiff patch to the fabric).
Also, if any of the embroidered fabric will be in contact with your skin, it will probably be very scratchy.