With the thread to the needle (not through the hole) and the foot down, you should be able to pull thread through the tensioner. Don't have it through your needle or you may bend the needle as you can't pull it straight down. Try that - because if you can't do that, then your upper tension is way too tight. You can also do this by threading the machine, lowering the foot to engage the tension and then pulling the thread back to the spool. it should pull with tension, but not be all that hard to pull.
Also try leaving a 10" tail, if it pulls that all the way out of the needle, then you've got something going on in the bobbin area that is causing problems.
I have a Singer 24 (chain stitch) and it has a thread holder, not a tensioner. It releases at the proper point to let a small amount of thread pull through, then it clamps down and you can not pull it no matter what, forward or backwards.