Needle bent, or needle tip blunt.
Replace with new needle.

Needle incorrectly installed.
Install needle correctly.

Wrong needle used.
Use correct needle.
Schmetz 130/705H - suggested

Improper threading.
Thread correctly.

Presser foot pressure too loose.
Turn the pressure adjustment screw clockwise to increase the presser foot pressure.

The tip of the thread change assembly is not in the eye of the upper looper.
Put the tip of the thread change assembly in the eye of the upper looper.