It could be something the yarn is treated with. Keep an eye on it and if it only happens when you knit then I'd suspect the yarn. Since it's acrylic it may be the way it was treated or something.
I prefer jump rings to split rings myself. Less to catch on the yarn IMO. Many people use split rings though so it's personal preference. I buy a bag of them at Joann, but other hobby stores probably have them as well.