I had a similar prob. with the Bernina 710 I just brought home. I kept rethreading, loaded a new bobbin, thread again. Nothing worked. Went back to the dealer with it & showed him my threading, ect., everything done right. When he turned it on & tried to sew it did the same thing. Turned out a "step motor" for the tension wasn't working so I left it.
Got a call 2 hrs later that it was ready to go home. A wire hadn't been attached completely. It has worked great since.