When you don't want to make a trip to the store, or wait for an online order,:
here's a trick I learned that almost always works pretty slick:
Get a toothbrush, lay the thread across it and push that through the needle.
and
like newbee3 said, a white card or paper or a mirror behind the needle helps too, but it's hard to hold it there on a featherweight, cuz you thread from the left side- not the front
I'll be watching for other suggestions!
Glad you asked that question