Unfortunately, I have a bit of experience with this problem.In addition to making sure your machine is threaded properly, I would recommend Little Genie Magic bobbin washers. They go in your bobbin case before you put your bobbin in. They make the thread come out of the bobbin more smoothly and cut down on tangles in the back of your quilting. They can be purchased at most online supply stores. I have also seen them at some of the bigger quilt shops.
Good Luck.