Make sure you don't have the quilt on the frame too tightly. That can sometime cause skipped stitches & thread breakage. What size needle are you using? Poly or cotton thread?
I've also read about a Sharon Schamber hint: "
Sharon dips a spool of thread into a jar of mineral oil, takes it right out, dries it with a paper towel, and it is immediately ready to use. " I found this quote here
http://westmichquilter.blogspot.com/...-schamber.html
but have read about it in several locations
Welcome to the board!