I know if you wind embroidery bobbin thread too fast it will wind too tightly. I speak from experience! I now always wind my bobbins slowly. The best thing to do when a bobbin is stuck on your bobbin winder is to manually unwind the thread and then usually your bobbin will come off.
It was explained to me that the thread actually compresses the bobbin core when it's wound too tightly. If that happens the tech told me it was best to throw the bobbin away as it will do the same thing again. Just my 2 cents worth.