Are you using the single hole plate or the slot hole plate? Sometimes with the single hole plate the thread will clip as it goes through the tiny hole from either your hands pulling the needle off center or the weight of the quilt. Try the plate that you use for zig zag instead. If you already have that one on then it must be something else. Make sure the thread from the spool is not wrapping around anything as it feeds (sometimes catches on the little spool slit). Can you get the hole plate off and check it for a rough spot? sometimes it will have a jagged spot from a needle strike that will snag the thread. Good luck!