Make sure the EYE of the needle is large enough for your thread. Size 30 thread is pretty heavy and thick, you need a topstitch needle, which has a much larger eye. This means less friction on the thread.
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Check the quality/age of your thread - perform the snap test: Take a section of thread and give it a good sharp tug in your hands. If it snaps or breaks, toss it out and purchase better quality thread.
If you think your thread is too dry, you can oil it. This sounds weird, I know, but I have several professional longarming friends who have done this and they swear it works. Dunk the cone in white or pharmaceutical-grade mineral oil. Just dip it, set it on a plate or paper towel to drain and let the oil soak in, then after a couple of minutes, wipe the excess off and load it on your machine. No, it will not stain your quilt as long as you use the right kind of mineral oil.