I had hit the same problem and learnt the following-
Even though database has a default character set of utf-8, it's possible for database columns to have a different character set in MySQL. Modified dB and the problematic column to UTF-8:
mysql> ALTER DATABASE MyDB CHARACTER SET 'utf8' COLLATE 'utf8_unicode_ci'
mysql> ALTER TABLE database.table MODIFY COLUMN column_name VARCHAR(255) CHARACTER SET utf8 COLLATE utf8_general_ci NOT NULL;
Now creating new tables with:
> CREATE TABLE My_Table_Name (
twitter_id_str VARCHAR(255) NOT NULL UNIQUE,
twitter_screen_name VARCHAR(512) CHARACTER SET utf8 COLLATE utf8_unicode_ci,
.....
) CHARACTER SET utf8 COLLATE utf8_unicode_ci;