In order for a sewing machine to successfully make a stitch, certain relationships between the needle and hook must be in sync. (1)Timing: when the hook point passes behind the needle, the timing must be such that it passes a specific distance above the eye of the needle. (2)Clearance: the physical distance between hook point and the needle must be relatively precise.
Fabric is a variable for that can effect timing and clearance. Without fabric, the needle takes a straight path down to the hook. With fabric, it must pass through the material to reach the hook. When you sew through thicker fabrics, the needle passes through more material than it would if you were sewing through thinner fabric. The more fabric that a needle passes through, the greater chance of the needle's path being altered. If the needle's path is altered, then there is a good chance that both the timing and clearance will be effected in way that causes poor stitch quality or skipped stitches altogether.
How do we fix this? Pay attention to your needle size and needle type. Any size under an 12 should probably not be used on thick fabric because they lack sufficient circumference girth, so there is a greater chance they will deflect while passing through thicker fabric. Very few threads flow smoothly through the small eyes of 10 or below, and the small hole created with these needles is rarely large enough to provide a space for the thread knot to tuck into. That said, be careful to not use too thick of a needle, as large diameter needles can also lead to many problems. A needle is not a nail. Try using a 12 instead of a 16 or 18 on thick fabric. It is easier for a pin to go through something thick than a nail.