So what is stacked wound and what is cross wound? It is in this tutorial, but I will mention it here.
Look at your spool of thread.
If the thread just goes round and round, one thread right next to the last one, that is stacked wound.
Stacked wound thread is meant to come off the side, from the back of the spool to the first thread guide.

If the thread is going quickly from bottom to top and back down, crossing over the threads, that is cross wound.
Cross wound thread is meant to come off the end of the spool. If you don't have the means for this, set the spool on the floor and lead it up to the machine. (Cats love this.)

Minky is fussie. I would use a walking foot to start as it creeps. Change needle even if you have, sometimes a new needle can have burs etc. I would also lengthen my stitch to 3.5. good luck

This was very informative...thanks maviskw for sharing it.

I would stick with the Aurifil thread as you can never go wrong with it!! As others have said it could be a burr on the needle, needle plate, or the bobbin and/or bobbin case. Try a larger needle and if that fails try flossing your tension disc. Good luck and let us know how you made out.

Thread will shred like yours if the needle is inserted wrong.

With the presser foot up, when you pull the thread, dose it come through the needle freely? Not tight ? Also if you change fabric dose it behave different?