Make sure you use the right needle. I used a needle that was too small and the tip snapped off. Also No-Sew fabric glue makes it go a lot easier. Threading it the right way the first time is always a good thing to do. There are nine types of needles, all of which are used for different things:
Standard Needle: Normal Point, slightly rounded, Universal for woven, synthetic, and natural fibers.
Special Needles: Fine Ball Point: Fine knits, especially for synthetic fibers.
Medium Ball Point: Heavier knits in synthetic or natural fibers.
Extra Fine Point: Heavy linen, denim, canvas. Pierces dense fabrics easily.
Cutting Point: Natural and synthetic leather, plastic, coated and waxed fabrics
Double Needle: Visible hems in stretch fabric, pintucks, decorative sewing.
Triple Needle: Decorative Sewing.
Hemstitch Needle: Hemstitch in loose weaves.