I always check out yarns on Ravelry.com
. They will have a comment tab and the more popular ones
that have been around a while will have loads of comments where people address these issues. However, this won't always help you with new yarns when there aren't comments yet. Sometimes you just have to trust your knitting fate I guess.
I also check out the Knitter's Review
If its the problem I think you are having, it is two yarns tied together and that is frustrating. I always like to have my yarn changes happen at the edge that will be seamed or at certain points in a circular piece and so I will unknit back to that point, while grumbling, and proceed as if I'm adding a new ball of yarn. Some companies do seem to have this happen more than others and I don't know enough about the industry to say its because its not a good yarn although that's how I feel when it happens.
If its not this problem then maybe the yarn has pulled itself into knots because of issues when it was wound into a skein and then its just an opportunity to practice patience.