This has happened to me too. And now I have a check list to look for.
1.Check cone holder and thread guide (aligned right)
2.Machine threaded right.
3. Bobbin threaded right.
4. I have a Towa (checks bobbin tension)--Love This! Amazing the differance with pre wound and when I wined a bobbin.
5.Is the frame to high/low against the moving sewing machine(this often is my problem).
For me. It is usually one of the issues listed above. I have a voyager too.