I had lots of trouble with this when I first started and it turned out to be a combination of both top and bottom thread.
My bobbin was wound to loose and the tension screw needed adjusting so it fed the thread properly. I'm sure there are tutorials on bobbin tension. Bobbin thread should be wound tight enough so it does not feel spongy when you depress your thumb nail into it. It should only have a little give and not feel totaly hard.
http://www.threadsmagazine.com/item/...ion-every-time
http://www.quiltingboard.com/t-114933-1.htm
http://www.quiltingboard.com/t-127610-1.htm
My top thread tension was to loose also.
I had to just keep playing with it a little adjustment at a time.
I keep a trial quilt ready to use as a test before I start a new quilt. Two solid fabrics with scraps of batting in the middle and I have it on a zipper system that I can use and remove easily.