If you changed for a poly thread to a cotton on top, I would guess you missed something on the top when you re-threaded or the auto-tensioner on top is not happy about the sudden change from a slick poly to a dry, possibly linty, cotton. Re-thread the top with the presser foot up and pay close attention that the thread snaps into the tension disks properly. Then you might want to adjust the top tension. On my machines, it is numbered and the higher the number--the tighter the tension. Cotton usually takes less tension than poly but maybe not in your case sense the bobbin thread doesn't seem to be getting picked up which is an indication of not enough tension coming from the top to pull it up.