I have the same machine. All the advice above is what I would have said. Only a few other things I would add.
Is your thread antennae(that's what I call it) in the upright position?
Do you have the thread threaded in only three spots before putting in the bobbin hole on the spindle to wind? Follow the dashed lines on top of your machine to thread.
When I begin winding the thread, I hold onto the tail for several turns, stop the machine, trim the tail right down to the bobbin top, start winding again.