I agree with alleyoop. Especially if you haven't had the machine very long; you might be doing some small thing wrong while threading it, or have something just slightly out of alignment...
When I bought my very first machine I kept threading the needle backwards and had a heck of a time trying to figure out why my brand new machine was such a piece of junk - it would stitch a couple stitches then break the thread and/or make all these crazy knots and get jammed. I went over the manual step by step and still didn't catch my error, so of course none of my troubleshooting did any good. I worked myself up into tears and was completely miserable over it. (I was pretty poor at the time and that cheap, bottom-of-the-line machine was a hefty investment for me.) I finally took it in to return it (to Sears) and they showed me my mistake. There was nothing at all wrong with the machine, I was just making a very simple error. I'm very grateful they took the time to check it with me instead of just taking the return; that experience might have turned me off of sewing otherwise! (And I still have that cheap, bottom-of-the-line machine and it STILL sews great, despite years of neglect and ignorant abuse by yours truly!)
I hope your problems are just as easy to solve.
