I had the same problem with my Alvah when I got it (and the machine was a grimy mess)! I thought it was all kinds of things. I felt so silly when I fixed it. Hopefully your fix will be as simple.
Here are some suggestions:
#1 Clean the area with the feed dogs and be sure all sections of linkage are oiled all the way back to the stitch length adjustment.
#2 Move the stitch length adjustment to the largest you can get.
#3 Try again with the fabric, especially a thick set.
#4 If no difference, slide the adjuster back and and forth to ensure everything is moving.
#5 Try again.
Your feed dogs should move fabric regardless if the needle or bobbin have thread. My machine's lower end was dry and full of lint. Cleaning and lubing made a HUGE difference. Umm... Adjusting the stitch length helped too.