The most popular sewing thread is what is called cotton covered polyester thread. It is sold at all the cheap sewing supply stores. The idea behind the thread is to use the stronger coarser thread core made of polyester and soften 117 it by wrapping cotton around the core. (The polyester is spun or manufactured like cotton candy, from very tiny particles stuck together to form this abrasive core of the thread. It is often called spun polyester.
The soft fibers of cotton are wrapped around the polyester core to form the thread.) This thread is usually used in clothing construction, but may be seen in many different settings. Good idea until you use it. When you use cotton covered polyester thread, watch the eye of the needle. See that fine powder. That powder is the cotton fibers being torn away by passing through the eye of the needle. Now think for a moment.
If those fibers are stripping off there, what about elsewhere? Do you suppose that lint and fibers are collecting inside the sewing machine bobbin tension area or the upper tension area? You bet. The same thing happens less noticeably when the thread passed through the upper tension discs and the bobbin tension. If fact, that powdery stuff can really mess up your tensions causing poor stitch quality, and it can mess up the rest of your sewing machine too.
Recommendation: Avoid cheap threads and especially cotton covered polyester threads. They may be labeled as Cotton Covered Poly, Dual Duty, or some similar name. The primary manufacturer of this kind of thread is Coats and Clark. If you are going to use cotton covered poly threads, use a slightly larger needle eye and decrease the tension pressures. This will help reduce the stripping of the cotton fibers.