mindless

If your layers are very thick, you may run into the issue of presser foot lift. Some newer machines may sew through the leather with the correct needle, but the presser foot won't lift high enough to get thick layers under it. I have run into this issue when hemming jeans also.

Also, stitch a bit slowly so your needle has time to clear the leather between stitches.

edit: My sis swears that putting a bit of regular scotch tape on the bottom of her presser foot makes it slick like the teflon feet. She says it works great on her vinyl projects.