Basics:
snip the thread at the cone and pull it through the needle. Rethread, running through the tensions and flossing it through if necessary.
Is your bobbin wound correctly..........not too loose or too tightly.
Needles are not inspected for quality.......you may have a bad needle.......replace it! On my Gammill if its not centered absolutely correctly [we use round, no flat side needle] we have needle problems.......tension, broken thread, etc.
Thread in top and bobbin should be the same weight unless you are using Bottom Line in the bobbin.
Step back, Exhale........take deep breaths.........relax, walk away for a few minutes........Get a cup or glass of your favorite brew [coffee, soda, etc] say a prayer always helps me.
Best Wishes!