I haven't had that happen. Though I have had a couple of quirky things, which so far I have chalked up to my newness to the machine. My solution so far has been to take the bobbin out and rethread, and likewise to rethread the top thread.
When I was at my class, they really stressed using quality thread ... Mettler or Aurifil. One of the ladies had problems and switched and has not had any since. I started with those two and decided til I really got to know my machine, I would use them. Later I'll switch back and try some of my other threads and then at least I'll know if it's the machine being picky .... or there's no significant difference (rather than it being operator problems!).