Needles...an important topic when talking about using a sewing machine.
First tip, always use good needles that fit in your machine. I recommend Schmetz needles, a very reputable brand. I always stock up when the local fabric store has a sale on notions because the worst thing to happen is to hit a pin while sewing late at night and find you have no spare needles!!
In fact, tip number 2 is if you EVER hit a pin with a needle, replace the needle immediately even if you can't see any damage. And if you ever run into problems with the stitching looping or not stitching right, it is best to totally re-thread the machine first and if that doesn't fix it (it usually does...) then replace the needle. Sometimes you can feel a burr you can't see, but sometimes not.
Needles come in various sizes and types. The size designations usually have 2 numbers, for example 80/12. The first is the American size, the second, the European size. I will refer only to the American designation. The larger the number, the larger the needle size and the heavier the fabric you will use it on. The most common sizes you will use are 70 and 80. 60 would be used for very light fabrics (batiste or handkerchief linen); denim would need a 90, 100, or 100 depending on how heavy it is. Also the most common needle type you will use is the "universal" needle. It can be used on wovens and knits. Other types include: "stretch" which is used on very stretchy knits like bathing suit lycra/spandex. It is designed specially to prevent skipped stitches. "Jersey" and "ballpoint" needles have a ball point like a pen and allow the needle to slip through knits without snagging or breaking the knit fibers. "Leather" needles are knife-like and allow you to sew heavier leather. If you sew on leather you must be very careful as there is no ripping out and re-sewing without damage to the leather. These needles actually make holes in the leather and will make holes in other fabrics if you forget to change needles. (I suspect you won't be sewing leather any time soon, but then I didn't anticipate a quilt for Christmas, so who knows!!) "Jeans" needles are for sewing jeans and have a special point to go through thick denim (or other fabric...I think I used a denim needle to fix the Hobie's sail and the plane's cover!) with minimal problems. "Topstitching" needles are for topstitching...the decorative stitching you find on the outside of seams on jeans, for example. The eye on this needle is bigger to handle heavy or multiple threads that you might use with topstitching. There is also a "Metallic" needle for using with decorative metallic thread. Despite its longer eye, I still have some problems with breakage or shredding of the thread. When metallic thread works, it's very fun to use though. And another fun one is a twin needle. This type has two needles attached to one shaft. With a twin needle you use two spools of thread and one bobbin. The bottom thread zigzags back and forth between the two top threads and the resulting stitch is slightly stretchy which makes it perfect for hems on knit tops and such. Your machine manual will probably show you how to thread the machine to use a twin needle; the top two threads run parallel courses through the tensioners and end up at their own needle. Check your manual for the how-tos. (This needle also allows you to do two lines of top stitching perfectly spaced apart. That really looks professional.)
Another thing to know about sewing machine needles is that there is a flat shaft on the back which make is easy to insert properly into the machine. (You probably knew this, but in the interest of completeness, I needed to mention that.) Also, if you ever have trouble threading the needle, place a white index card behind it. That will allow you to have a little contrast and be able to get the thread through. Because I sew on different projects from quilts to fixing clothes and other strange things, I often don't remember which size or type of needle I have left in the machine. My solution to this problem is to leave the needle case for that needle underneath the presser foot when I shut down. When I come back, then, I know exactly which one it is. And a good rule of thumb is to change the needle with every project, especially when the projects are as large as a quilt! If you are interested http://www.schmetzneedles.com/ has a couple of interesting resource pages. One is Needles 101 and the other covers troubleshooting. And the final tip I will leave you with is to ALWAYS keep your machine clean. A can of air (can get at an office supply store) works wonders for cleaning the lint out of the bobbin area. If you are good at keeping that area clean, you will avoid many sewing problems and impress your repair shop when you take it in for the routine COA (clean, oil and adjust)!!