Are you getting a thread nest in the bobbin? When embroidering, the needle goes so very much faster than plain sewing, and I wonder about correct threading. But most important of all--you must let the foot down just as if you were doing regular sewing. Some think that the emb foot attachment means you're ready to go--but you must drop the presser foot handle--it activates the tensions that the thread passes thru. And always put in new thread with the lever up, and then drop the foot to sew. Sounds like that might be your answer.