What kind of fabric are you sewing on (the grey)? From the picture, it looks thicker than quilting cotton. Are you using the right size needle? It looks like the sewing thread is jumping over the woven threads from left to right of the weave. The edge does not look like it was cut perfectly straight (which is no big deal) but if it is a coarse weave and you are trying to stay so many inches away to make the straight lines, that might be why the stitch is jumping a thread. The needle is not piercing the thread, it is going over it to the next side. That is what the problem looks like to me from the picture. Are you using a ball needle?