Thanks for all your help and suggestions. I took it back today to the dealer. I took my embroidery module and hoop and sat down and showed him the problem. He said it was bobbin empty sensor. It showed a full bobbin and then an empty bobbin. He took a video of it. When I go to pick it up in a couple of weeks, I will sit and check everything before I leave the store. If the problem is not corrected, the dealer said they will send it to Chicago.
Quilted sunshine, i never thought to shut off the thread sensor. That would have made me happier!! I heard you can do that if you are stitching without thread on foundation paper. I'll remember that now and ask the dealer how to do that.
For those who recommended different thread and a new bobbin, I did different and good thread (Robinson Anton and Magnifico from Superior thread), a new needle and new bobbin. Nothing worked. Did not know that about the bobbin, however, so appreciate that info.
If this gets resolved, I'll be happy. I have been enjoying quilting on it.