Most drip components I'm aware of, including this micro sprinkler you're using are very susceptible to clogging. It is not uncommon for there to be sediment in the water supply that will clog the filters which is why manufacturers of these systems also provide filter kits that will screen out sediment.
What you have is a DIG micro sprinkler. If you want to stick with the same manufacturer you can get the DIG D57A Hose Thread Screen Filter if your system is hose connected. If it's connected to your irrigation system there are special control valves for drip systems that I believe include a filter or one can be added inline. If it's connected to a converted sprinkler Rainbird has a conversion kit that includes a a filter.
One more ting to note about these systems is they usually work best with low pressure in the 10-15 psi range. This one is rated for up to 30psi but I believe is meant to be used at 25 psi.
Usually a connection to a drip system involves 3 components. A hose-bib vacuum breaker to prevent water from flowing backwards into your home in the event there's an unusual pressure drop in the main line, a pressure regulator and a screen filter. All three of these should be available at your local Home Depot where you purchased the sprinklers. Each of them currently costs less than $10 with the filter being the most expensive.