I would take it back to the shop and exchange it for another machine. It is a new machine and should not be doing anything like this in the first place. All suggestions are really good and helpful but the bottom line is that you have only just bought it and you should not have to put up with problems like this with a new machine. It should still be under warranty and I would insist on exchanging it for a brand new machine. Test out the new machine with your threads and make sure there is not a problem with it before taking it away with you. Best wishes and good luck.