Some questions to try to narrow it down:
Did you use basting spray? Are you practicing on a "sandwich" of quilting cottons over cotton batting? Does the batting contain polyester?
Are you using a universal or ball point needle? Is the flat side of the needle on the left and is it threaded from right to left?
What size thread are you using in the needle and what size needle are you using?
You'll probably love FMQ with this little machine once you figure out her eccentricities. :)