When you take out the bobbin case, there are 2 screws - one flat and one phillips. You turn the flat screw to the right (to tighten) or to the left (to loosen). Turn the screw just a hair then sew out a small design to check your tension.
I ended up needing to tighten mine, since the pre-wound thread I use is so fine. It took a couple of tries to get it the way I wanted it.