For whenever you go back to your machine....when I had that problem, it turned out that the ..oh....what is it called....let me check my owner's manual...thread take up lever was letting the thread slip off. I ended up taking it to the shop, as my machine was still under warranty. I was told a part had been recalled, but he wasn't replacing it unless people had trouble with it. (Pfaff expression 2.)
With that being said, are you using the same thread on the bobbin as you are using on the top? My machine seems to prefer the same thread. Maybe that could be it?
At any rate, leave it for now and come back to it tomorrow...or at least wait an hour before you come back to try to work it out. :) Sometimes just moving away from the machine really really helps.