Thread the needle from the correct side: 
The eye of a needle has a greater indentation on one side than the other. The side with the greater indent is the front of the needle and the easier side for threading.
Match the needle to the thread:
The finer the thread the finer the needle.
Consider how to cut the end of the thread: 
Thread cut on an angle can help it slide through the eye.
Consider the nature of the thread:
Heavy thread like wool responds well to the following technique.

• Fold one end of the thread tightly over the edge of the needle.
• Squeeze both thread and needle firmly between the thumb and forefinger. Make sure there is no slack in the loop of the thread.
• Remove the needle while maintaining the grip on the thread.
• With your other hand, take the needle to the thread.
• Push the front of the needle into the loop being held between the two fingers. The wool will just peek through the other side of the needle…if you’re lucky, provided the needle has a large enough eye.
• Hold the needle firm and pinch the loop between your thumb and forefinger finger and draw the thread through the needle’s eye.
• Your needle is now threaded