Most important: check the manual for threading and needle insertion instructions! If you don't have one, try the vintage machine sites for help. Your picture looks like there's a part of the threading mechanism missing on the front, but I've never seen a machine like that, so who knows...
Anyway:
1. Insert the needle with the flat side in the proper place. I sometimes have trouble with it twisting as I insert it, so it's always a good thing to check to see if the thread channel in the needle (you can feel it with your fingernail) is opposite the flat side so you'll know if it's correct.
2. Make sure the bobbin case is firmly seated in place.
3. Make sure the bobbin is inserted properly in the case, with the thread coming off the proper side and up through the slot and hole
4. Thread the machine, with the needle raised to the highest position and the foot raised.
5. Slowly turn the wheel toward you as you hold the top thread in your hand and lower the needle into the bobbin case. This should bring the bobbin thread to the top. Bingo! you're good to go. Now make that pretty baby sing! Good Luck!