Congratulations on your purchase. check out the tension information at Superior Threads, unless you have a drop in bobbin you should be able to adjust that. On your Bernina why not check with your dealer - I have a 730 and use aurifil along with every other thread with no problem. On the nesting - are you holding your threads when you start to sew? the unthreading is normally just a small adjustment. I have other machines also (Pfaff / Brother - no Janome yet) but I love my 730