What type/size of thread & needle are you using? What are you embroidering on & what kind of stabilizer are you using? Here are several suggestions:

Maybe the new needle has a slight burr in the eye
Thread could be too heavy for the size of needle
Make sure you're using an embroidery needle
If you're using sticky stabilizer, your needle might be gummed up
The fabric/stabilizer may be too heavy for the size needle & thread
The design might be too dense
Make sure the thread is feeding off the spool smoothly; try using a thread stand

That's all I can think of off the top of my head...maybe one of these will help!

Donna