A couple things.
Make sure the shuttle is clean inside and under the tension spring. Also check the grove the thread passes through.
I had one that was filthy to the point the thread was binding up.
When you put the bobbin in the shuttle, put it in so the thread comes off the left side and up over the top as you put the bobbin in the shuttle with the hole facing away from you. I'm pretty sure that's what I've read, it is what I do with mine.
And check the tension, there shouldn't be a great deal of resistance to the thread as you pull it out of the shuttle.
Joe