Sounds like your needle is too big.
This doesn't show how to taper the thread, which is an important first step, but other than that it's worth a look. Also, It's critical to match the size of the needle to the the size of the hole you're getting with your awl. This next video on hand stitching will give you an idea of how easy it should be to run the needle through your leather.
In this video the method he uses with both needles in the hole at the same time and pushing on the thread to push the needles through, is different from the method I use, but it's worth a look.
Ann