It sounds like you're having growing pains. All the things you've described are part of the learning curve for FMQ.
First - set your tension so that you get a good straight stitch when sewing on a piece of 12"x12" quilt (a quilt "sandwich") Once you have that, don't change it. Then just try wavy lines without circles so you are still stitching forward. Sometimes a machine doesn't like stitching "backwards". Try speeding up and continue to check your tension.
Then start trying loop de loops. If you're getting tension problems then - it is related to your speed vs moving fabric ratio.
If you're still having problems with thread breaking, try using something with polyester in it. They don't shred as easily. Also try putting in a larger needle like a 90/14.
Keep trying and don't give up.