Helllo Rhonda,
You have probably got the black plastic bobbin case, make sure the bobbin case is close to the right hand guide with only a small gap for the thread to pass through, if you can waggle the bobbin case about then you need to slacken off the two screws on the right hand side and move the guide over, make sure there are no nicks or rough spots on the bobbin case for the thread to catch and pull it out.
Ken
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