You might have a burr in your machine. Check to see if there is a nick on any machine part that the thread might occasionally catch on. You sometimes hafta do this by feel, and without your eyes. You can feel burrs better than you can detect them with your eyes. If you find one you'll need to smooth it out. Crocus (not sure of the spelling) cloth, which is a type of sandpaper works well.
Good Luck
Mikki