Do I need special yarn for knitting machines is a very common question.
Yes an no, not the answer you were expecting, usually you don’t need a special yarn so long as your knitting machine can handle the yarn weight. for example you can’t use chunky yarn and a fine needle knitting machine and vice versa.
Some people like to buy a wax coated yarn for using on knitting machines, but this is becoming hard to buy and most yarn commercially produced will probably be coated in a wax .
If you are worried you can buy wax blocks that fit to your knitting machine and coats the yarn as it pulls through the wax block.
In all my years using knitting machines. I have never found a reason for using a “special yarn” or even a wax coated yarn, just never had the need for wax coating the yarn. I have never had a bad result from “normal” yarn.
No need to worry too much, just enjoy the benefits and joys from owning a knitting machine.