Thank you everyone! I have ordered more needles, size 16 (I had size 14). I'll probably go ahead and order size 14 also.
I managed to finish my quilt on the frame! The tension overall looked amazingly good when I was done - minus a few small places that I can fix (not total birdnests, minor glitches, which made me happy). It turned out, I had a lot of small pieces of thread in the bobbin case - and LastGrandma, yes, the needle screw kept coming loose, so I kept an eye on that.
Yay! It's fun working with the frame - when it goes well, of course!
Thank you all for your help. Now, to the next one...well, that's got to wait until after the holiday weekend...