I thread all my needles with bees wax or spit(only if the wax isn't handy). Then I hold the thread like
Synnove said, except I cut the end at a 45 degree angle, Never had a problem threading a needle. I also wipe my needles with tri-flow.
On older sewing machines that don't have auto threading, I wax the end, cut at a 45 angle and Preto, it's threaded. . If the thread is almost as big as the needle, I would go to a larger size. Here is how I check the needle size to thread size.
I thread the needle, if the needle can go up and down easily when you are holding both ends, then the needle size is right. This is true with sewing machine needles and hand needles. Otherwise it will frail the thread.