It's possible that the bobbin case has a snag or is broken...I know the machine you have and it is a nice starter machine.
You can remove the bobbin case by sliding the little black arm in the upper left corner of the bobbin case toward the white...lift out the case and run a finger around all the outside edges...if everything is smooth...put the case back in by putting your finger into the hole and floating it in the bobbin area. I must sit even and float...if on an angle, try again. Slide the metal arm back into place and try to thread again.
Good Luck. BTW, Needle goes in with the flat side of needle to the back.