I don't know anything about that machine specifically, but here are the first things I would check:
Is your needle inserted correctly?
Is your needle threaded the correct direction?
If your machine is a vibrating shuttle machine, maybe the needle and thread go the same way as in my Singer vibrating shuttle machines. On Singer vibrating shuttle machines, the flat part of the needle faces to the right, and the needle is threaded from left to right.
Other things to try:
Make sure you are using high quality thread like Coats & Clark or Gutermann, since it will form better loops than cheap thread. Try a size 14 needle, if you weren't already using that size. Also make sure you are using a new needle - a bent needle would cause problems.