Back in the day when I was doing needlepoint and cross stitch -- my eyes are too tired now to see all those pesky little canvas holes! -- I tried doubling a thread. It was a big mess. Needlepoint wool and cotton floss actually have a directional nap to them. Slide your fingers along the thread, and one way will feel smoother than the other. When you double a thread, it makes the nap work against itself and may cause knotting problems. It's much better to use two strand through the eye of the needle. The threads will nest together better.
If you have trouble threading your needle try cutting a sliver of waxed paper, folding it in half with the ends of the thread inside, then slip it through the needle's eye. It takes a little practice, but it's well worth the effort. The back of peel land stick labels makes a good needle threader for wool and floss.
Be very careful with cross stitch and needlepoint projects, though. They are even more habit-forming than quilting! Ha! Ha!