Wannabee Quiltin, I felt the same way when I first got my HQ - but I found I was keeping my sandwich too tight on the frame. Seemed no matter what, I had tension issues. Now that I keep the sandwich a lot looser, I find the machine is not near as picky about the thread I use.
I had a Bailey before that, and it liked it tight - to the point I had to put spreaders between the rails to keep them from pulling together in the middle of the frame.