I think everyone has just about hit it. To recap...
Invisible Thread Trouble Shooting
1. Good Quality Invisible (Polyester MonoPoly) .004 or thinner. Inspect the thread, is it fine like a hair - that is good. Does it have bumps (indicates it was wound too tight) - that is bad.
2. Try a couple of different types of thread - cotton or cotton/poly in the bobbin.
4. Test the top tension. Very important. Tension dialed way down could mean "0" tension. On my older Bernina I sew at less than zero or as far as the dial will turn.
3. Try the Invisible MonoPoly on the spool pin, if it jerks or "over spins" place it in a jar and create a threading eye on the top of the machine near the spool pin (you can tape a safety pin upside down and thread through its hole).
4. Moderate your sewing speed. I sew at half speed for the best results.
5. If necessary try Sewers Aid to help reduce friction. I place a drop on the last metal contact point before the thread enters the needle. (I don't find this necessary with MonoPoly, but do need it with some of the specialty metallic threads.)
6. And oh yes, thread the "finger" on your bobbin if it has one.