Without knowing what you're doing, it's hard to troubleshoot, so these are general suggestions.
Try putting your thread on a separate thread stand. Or, if it's upright now, put it in the horizontal position.
When you thread the 850, make sure the presser foot is in the highest position - there are two stages. When you thread the bobbin, make sure you hear a little click when you pull the thread through the bobbin tension area.
And...your needle should be the appropriate size for the thread you are using.