Knitette and Mitches Mom are
correct. When I have a problem - this is what I do:
Remove bobbin and top thread completely.
Change needle (Mitches Mom is correct - make sure that it is in correctly - I always put in a new needle when I have problems).
Rethread top(make sure it is threaded correctly and goes through the tension assemble correctly and the tension assemble is clear of thread bits and dust).
Clean out the bobbin area with either a vac or small brush (fabric lint / dust can interfere with the bobbin hook picking up the top thread .Take
newly wound bobbin - place in bobbin holder correctly (even after all these years I make mistakes as well - lol).
Make a test sew on scraps that are contrasting to your thread (I use dark fabric w/ white thread or light fabric with dark thread) Sew straight stitches then zig zag stitches straight then in curves.Check the stitches and the tension.
If, after this, you are still having a problem then it could be a timing issue. I do not mess with any timing except on my longarm. When my domestic has (or I suspect it has) this problem it goes to the dealer.
When you get back to your project, make sure that you do not "tug" the fabric as you turn it. When I ziz zag edges in raw edge applique, sometimes when the curve is very sharp I will stop, leaving the needle in the down position and the pressure foot up and turn the fabric ever so lightly to prevent me from forcing the fabric against the needle. If you somehow flex the needle on a turn - the hook will not pass by the needle scarf correctly and miss the picking up the top thread.
Here is a great link to how it all works
http://www.threadsmagazine.com/item/...eedle-know-how
Good luck - let us know how you make out!!