Paper destroys sewing machine needles. They get blunt and then you'll have jams and knots everywhere before long. Make sure you have a spare for actual sewing before doing this...
You should use a tripoint needle typically sold for leather stitching to cut through paper. Regular needles are designed to push through a material that can be locally deformed with minimal resistance. It stresses consumer grade machines to shove a fabric needle through a non-fabric material.
