I suspect it may be your needle?? Is it an old, well loved/used needle? Perhaps the eye is worn?
I try to maneuver the thread such that I'm not wearing the thread in the same spot all of the time. i.e., start with a relatively long/short 'tail' and change the needle position on the tail at varying intervals?
I doubt the thimble is the culprit but perhaps?? What type of thimble are you using? What kind of thread?