Sugar allows non-admin users to be restricted to how many queries they can run per action. By default the limit for all modules is set to 1000 queries. This prevents user-initiated processes from taking up too many system resources. If for example, an operation is performed by a user that attempts too many queries in the Leads module, they will see a message returned saying: "Error: Query limit of 1000 reached for Leads module.".
If you are setup with SugarCRM on-Premise, then you have the option to increase this default value to allow additional queries by modifying the config_override.php file. If you are on-Demand though, there is no way for you to adjust this value.
This does not mean that you are out of options though, depending on the type of query you are trying to perform (for example, an export of records) it may actually be better to use a work around, rather than increasing the query limit.
For smaller numbers, i.e. Less than 2000 records, simply sort by name (or modified date for example) by clicking on the heading in the list view, select first 1000 A-Z and export, then select the second 1000 Z-A and export.
You'll get 2 files, there may be some duplicates between the 2, but they're easy to remove with Microsoft Excel or similar.
For more than 2000 records you can use a filter to segment the list further, perhaps by sorting the list by a specific state, this would potentially return fewer than 1000 records, and you could export each segment.
If you are configured on-premise and have greater than 2000 records to work with, it is also possible to use either a tool like Navicat or sql queries executed from the command line to do the job.