You need to stop with your needle up to avoid the cat's cradle and a lot of thread break and thread nests. BUT the needle can be up and the take up lever still not all the way up - in that case the thread could be still around the hook - so check that to be sure the hook has gone all the way around to complete the stitch. Check to be sure the thread in the needle isn't pulling too hard on the needle - in other works check the tension.