I have much better luck if I use a topstitching needle, it has a larger eye so less friction on the thread. And make sure to change the needle often. You may need to use more than one needle on a large quilt.
Don't be afraid to change the bobbin tension if necessary. I usually have to experiment a little on each quilt before I get it just right. And keep the machine clean...take the bobbin case out and clean underneath in case there's lint clogging things up.