On Royal desktop models (not so much on the portable units), the typewriter ribbons have to be rewound.  You have to use the spools that the typewriter came with.  It's not too big of a job, but prepare for some black finger tips, as you have to touch the ribbon a lot.

Many of the ribbons you can buy off Amazon have washers/rivets in them.  You have to cut these off.  Again, the portable typewriters are different.  Those rivets are what cause the typewriter ribbon advance to change directions.  But the desktop models (KMM, KHM, HH, HHE, Empress, etc.,) use a different mechanism, which is part of the spool... which is why you should never throw away a Royal typewriter ribbon spool.

Here's a quick video showing you how to do it: