When you thread the needle, do you put the end that comes off the spool into the eye? The way the threads are wound, that is the "smooth" direction. I usually thread the needle and THEN cut it off the spool just to make sure I put it in the right way.
Make sure not to cut the thread too long. 12"-15" is usually my max that I want to work with.
After I thread the needle, I gently smooth out the thread by pulling it through my fingers. I also let it untangle before sewing. If I find that it gets tangled, I let it unwind during the sewing process.
You can get waxy substance that you run your thread through to condition it.
Good luck.