Thread problems
I have had the problem before where it seems that the thread does not stay threaded properly, and it has caused much frustration for me in the past. When I finally learned what the problem was, I felt so relieved. To fix my problem, I would unthread my machine, make sure that the presser foot it in the "up" position and re-thread the machine. It works every time for me. Even now that I know how it should be done, I sometimes get in such a hurry to thread the machine that I forget to put the presser foot up, but I find out rather quickly that I have done it wrong. If this is not the problem with your machine, I would suggest a thorough cleaning in the thread take-up area to make sure no threads are caught in there.