I took the liberty of writing up some of the tips that I found here, on the amity thread that Jenn linked, and from various other places. I switched up wording a bit to avoid directly quoting anyone... I think.

Tips for Successful Twin (Double) Needling

1. Begin by reducing tension and set the stitch to straight. Some machines have a twin needle stitch option.

2. Do not start and stop on a seam. Instead, start your stitch an inch before any seams or lumpy spots.

3. When going in reverse, go slowly to prevent the needle from breaking.

4. Sometimes tensions do not need to be set very high or low. All machines are different, and it just takes practice to see what works with your sewing machine.

5. Make sure you have enough thread on hand for the process.

6. Match your bobbin thread to your serger thread to blend stitching on the wrong side of your garment.

7. Contrasting color thread should be reserved for the more practiced double needlers.

8. If you experience “tunneling” of your fabric between your needles, try reducing your tensions. You may also try leaving a long bobbin tail at each end of your stitching. Then stretch your fabric as far as it will go after sewing. This will pull your bobbin threads into the garment and allow your tension to be even looser than the machine settings allow.

9. Threading your machine for twin needling:

a. start with the right spool
b. the right spool of thread should feed off the spool in a clockwise
direction, go through the
right tension disk and right needle
c. the left spool should feed off the spool counter-clockwise, go
through the left tension disk, pass over the last thread guide just
above the needle, and then proceed through the left needle