Judy's Note: If you feel resistance STOP, the needle eye is not open to the pin. Reposition the needle eye and gently press once again. Never press too hard as you may break the pin - easy does it. However, if ever required, there is a Replacement Cartridge available.
Here's another tip for those who will still thread their needles by the "lick and poke" method Alan mentioned above: wet the eye of the needle, not the thread; this way, the thread seems to find it's way to the eye of the needle so much easier all by itself without your perfect eyesight.