I had that problem when I was using Coats and Clark thread on the spools with the notch cut to hold the end of the thread when it wasn't being used. Due to the way the spool needs to unwind on my machine, the thread would get caught in the slot whenever it got near that end of the spool. I finally put a tiny piece of painter's tape over the slot. End of problem! I've recently switched to thread from Connecting Threads that comes with no plastic ends to the spools. Love it!
Sue