What machine are you using? What kind of thread? What kind of Needle? This will help us help you. You could be pulling the fabric thru and not sliding it. You may have to much pressure on your foot. Your fabric needs to glide thru. You may be moving your hands to fast for what your machine can handle. You may without realize it put to much pressure or drag on the fabric causing tension on the needle and thus the thread. Most Domestics like a slow waltz pace and you have be moving easy and smooth.
Also what thread my machine likes when I piece will break when I try and FMQ