Based on the limited you have provided, one will need to
mention several options. Steel wire can be like piano wire, hard
drawn carbon steel. in all sorts of sizes. Or it can be like fishing
trace wire thats made like rope, tho not braided. This trace wire is
also very strong and flexibe, but is covered in a thin plastic
sleeve extruded on. You dont say how long the necklace is to be.
Which ever type of wire you go for, you will need to think how you
are going to terminate it, so it is safe. Me thinks steel wire in a
necklace reminds me of the risk of garotting is it should get caught
in something. steel wire and necks dont really go together. A 1/16th
in hard drawn piano wire will support well over a persons weight. you
would be better to consider something that would break safely.