If you're using a universal needle and you know that it's oriented correctly and seated high enough in the needle clamp, switch to a sharp and see if that doesn't clear it up.
Also make sure you're using the right size needle for the thread you're using in the needle - if the needle is too big, it doesn't allow the fabric to apply enough friction to the thread as the needle rises. No loop is formed for the hook to catch, so the stitch is skipped. (ie: a size 16 needle with 60 or 70 wt thread - go to a size 10, 11 or 12 needle, instead)