Tallchick offered all the suggestions I would. It is not out of the realm of possibility you got a needle with a burr in the eye right out of the package. When I am having issue with breakage or thread shred, I usually up the needle size. I usually use a size 16 but I will up to an 18 if I am getting a lot of breakage and that usually solves the issue for me. If none of these things work, you could check your entire upper thread path for any burrs on any of the thread guides. Running a small bit of pantyhose material along them or through them will alert you if you get a snag on the pantyhose anywhere. Even just the knee high panty hose type sock will work, you just want that fine knit of stockings to snag if you have a rough spot. It is also possible you got a bad cone of thread. Superior's quality-control took a dip when they sold several years ago. Please let us know how you make out.