I just did some vinyl sewing for a repair on a 'skirt' for the interior of a bass boat.
A. Upholstery thread
B. A 'leather' needle
C. Marine vinyl
The reason I used the leather needle in the machine is that it 'slices' the vinyl whereas any other needle will make a hole. The 'slice' closes itself.
A couple more hints: Lengthen your stitches to about as long as they will go - too close together will tend to tear out of the vinyl. If you have problems feeding the vinyl, put some tissue paper under and maybe over the vinyl then the vinyl won't stick to the bed or foot of your machine.