Try pulling some thread out of the bobbin and out of the spool as well. Then rethread.
Also, maybe you have some lint stuck down in the bobbin case? That could be the culprit too! I find that if I clean after I do alot of sewing, then I don't get "stuck" as much. Sometimes mine would stick too and would find a bit of lint stuck down in the bobbin. The man that cleaned my machine for me said to clean out the bobbin casing about once a week for heavy sewing. Some threads will say they are lint free, but there's always a little bit that will be in there. Just don't use canned air to blow it out. It will make it worse.