It may be a lint ball, but it came from rubbing against the needle. A new needle may not do much to correct that. I believe you are using the wrong size needle. Try different ones until you find the right one for the thread. I never use Connecting Threads but I know is not a bad thread. When the thread is poor quality and linty you find the tiny pieces of lint inside the bobbin case of the machine and all over the throat plate and when you touch it, your finger picks up the color of the thread.