For years, professionals have used beeswax to lubricate thread for passage through sewing machines.
But you don't have to be a pro working on a big industrial machine to make wax work for you!
When you're stitching by hand, thread your needle, then take the "tail" and run it over/through wax.
You can buy small blocks of raw beeswax at fabric stores for this purpose,
but my trick? I just use the bottom of an old candle.
I just make sure it's white or ivory-colored. Just a couple passes and the thread will have a thin coat of wax - this not only helps lubricate the tread to make it move smoothly through the fabric, but it also helps strengthen the thread so you can pull nice and tight without worrying about breakage.