One thing no one mentioned is to make sure your bobbin area is clean. I always clean out that area, its's amazing how much lint accumulates there.

For me I find that a good quality thread is the best solution. I have all kinds of different thread holders and hundreds of different threads and the better the thread, I mostly use Sulky for embroidery, I also find that for some reason Black threads are more likely to break than any other color. I have no explanation for this but no matter the brand I find this same problem.

I do not ever use universal needles for any type of sewing, embroidery, etc. I learned years ago thst the universal needle is in between a sharp and a ball point. So I’ve changed to sharps, embroidery or Microtex for all my sewing - embroidery needles for machine e,broidery but I haven’t done any for several years. Microtex work great.

Sandy in Mooresville,mNC

I use Microtex also. They work so much better.

This saw my first thought. Most all of the books say to slow it down. You also need to make sure the thread isn't catching on anything and that the thread is not old. If you can pull on it and it breaks off in your hands, throw it out. The needle needs to have a deep scarf (groove) to accommodate the many , many times it passes through the fabric to make the design. The fabric thread count could be at fault too. If the weave of the fabric is too tight it can cause the thread to shred. You could try a top stitching or micro tec needle to see if that works better. The scarf is larger on that one to accommodate the larger top stitching thread.

I also heard that they have to use lots of dye on the black thread, which weakens the thread.

Thread kept breaking.
I had the same thing happening to me. I changed needles, tension, etc. I don't remember why I changed the foot, but as I was putting it away I felt a little burr on it. Whoa, The needle must have hit the foot causing a small nick. I ended up using a metal finger nail file to file it down. So far, so good. Syl

I've had this happen a few times & low & behold-- thread got wound behind the cap on spool. I use a spool holder (have black, white, red on it) to right of machine...

The OP probably has it figured out by now, this thread is 11 years old.... 😉

Even a tiny piece of lint in the bobbin housing will mess up your stitches. My machine is a Brother PE770.
Photos below show where extra attention is needed. Even the tiniest piece of lint can cause the stitches to be messed up. I use a magnifying glass and fine tipped tweezers to clean this area of the bobbin.