First of all thanks for all the advice! To answer some of the questions...
I am using an 80/20 batting (cotton/poly). Perhaps it is too thick??
I have no idea what kind of needle I am using. It is a longer one so I will try a shorter one and see if that helps.
I do go "straight down" for the first stitch but seem to have a really hard time tilting the needle up to get it to poke through all the layers to the top - maybe this is the batting being too thick??
I do poke through the bottom and feel the tip of the needle on the underside but have a really hard time moving the top needle to get the needle back up through the fabric.
Any insights and helpful hints are greatly appreciated!! THANKS!!