Snag can be a number of things - grabby response, string tension, gritty bearing, or a mysterious overlapping string wrap that happened when your yoyo was in your pocket, causing a “knot”…Safety throws first 
A snag can also happen from a sloppy bind, especially ones I call “Weed Whackers” where there’s a long tail that’s sticking out, making a “whipping motion” as the yoyo binds…you’ll know why I call it a weed whacker when that string slaps your hands lol. Get a nice tight bind with minimal tail and you shouldn’t snag on your next throw. If you’re unsure if the bind was clean or not, again, safety throw. Your knuckles will thank you later.
Like Doc said though…what yoyo/pads/etc? Then we can better help youl