I've got it working now. It was user error! LOL Apparently when I was holding the thread up, I was moving the bobbin and it wasn't sitting properly in the groove. All is well!
I LOVE this machine! The tension has been perfect since I took it out of the box! I think it will be a very quick learning time. My stitches are already so much better tonight than last night. I hope to have some pics uploaded sometime this weekend.
Thanks for your help!