Check that you have put the bobbin into the bobbin case (or direct into the machine, if applicable) the right way up/around. Check also that the top thread is threaded properly. If that doesn't work, turn off the power, take the bobbin and case out of the machine and clean everything throughly with the little brush in your machine's toolbox - often there is a short length of broken thread somewhere that is knotting things up. Check the bobbin thread tension and top thread tension are right (see machine manual for how to do this).
Yorkshire Lass
May 2009