Check the bobbin to make sure it is not bent. I had one that wound a bit off, hardly noticeable, but when I went to sew with it - Oh, my! I finally took the bobbin out and held loosely at the center opening - between my thumbnail and my pointer finger nail and gently pulled the thread. It wobbled like a bent wheel on a bike. One of the bobbin tops was bent inward. I probably dropped it at one time and stepped on it.
I also use my finger to guide the thread onto the bobbin while it's winding, but more to get maximum thread on the bobbin than anything else. I've only had one wind badly like yours, and that machine needed servicing desperately.
Good luck and hope you solve this problem quickly and cheaply!