Hi, I have an E&R as well. I have found that sometimes the bobbin case moves which means that the thread doesn't pick it up. Make sure that the horn is in the right spot. Also, make sure the thread is the right way round in the bobbin case. It needs to thread clockwise. Finally, I found that if I hadn't threaded my needle correctly it stopped it picking up the thread which isn't something I've had with other machines.
Having said all the above... I've just posted a question because mine has suddenly stopped picked up the thread and the bobbin has started jumping around all other the place so I'll be watching this with interest. http://www.howtomendit.com/answers.php?id=212924 for my post.
Hope you get it sorted.
Shona
January 2009