If you've changed the needle and it's still happening, change the thread. Sometimes thread can have rough spots that break when they can't fit through the eye of the needle. I had an expensive thread form a little lint ball at the needle that broke the thread and the needle. Also make sure that the little slit on the spool is not catching the thread as it feeds. If you have a single hole plate on the machine, it can sometimes help to switch to the wide hole plate instead. Good luck.