The needle can make the difference between an embroidery machine that runs well and produces high quality embroidery you will be proud of and thread breaks, fabric damage and horrible looking embroidery.
Here's a simple test:
Put your hand inside a garment and spread out you fingers. Now take a needle and carefully push it through the fabric 3 or 4 times in different places. Does the needle slide through the fabric easily or does it stick and push the fabric down with it?
If that happens you should consider using a thinner needle to avoid damaging the fabric and possibly producing poor quality stitching.