Thank you ladies!!! I will try all of these things.
I remember being taught to sew with "an arm's length" of thread...but now I'm thinking that I was taught that when I was about five or six, so my arm is a lot longer now!! From what you are all saying, I'm definitely sewing with too much thread on the needle.
I happen to have some beeswax laying around, left over from my short-lived foray into candle making. I'll try that too. I am guessing that 100% natural beeswax is just fine, it doesn't have to be some sort of wax blend?
I have no idea what direction my thread is coming off of the spool - I was using a couple of bobbins as my thread spools just for portability. Maybe that's part of my problem too, although I was careful to pull the thread off straight from the side instead of looping it up over the top and then I'd let it dangle free for a bit before threading & knotting, hoping that any twists would sort themselves out. I'll try threading right off of the cone and watch the curl and see if I can figure out anything there.