It may be that the bobbin case is not seated well.... or the wrong bobbin is in the case. I have 3 FW and one of them is a little touchy about the bobbin case. You should hear a 'click' when the case is set correctly.... and the bobbin goes in counterclockwise. Also, was the presser foot 'up' when you threaded it? The tension would be locked in at that point and the thread wouldn't slide between the plates like is supposed to happen.
I'm with the rest.... it is probably a threading glitch. When I bought my 1st one is went home and threaded it from left to right and it wouldn't make a stitch...... I had to look up on internet how to thread it. It's worked perfect ever since....threading correctly sure makes a difference. They are wonderful machines.