If your upper thread isn't feeding, then something could be interfering with the thread. I have had the thread catch on the spool or on part of the machine and wouldn't do anything even though the needle was threaded. The other thing is...it has to go through the tensioner and the take up lever for it to sew properly. I don't know your machine, but those of a couple things that are common to all sewing machines.
I agree with Hcim55 in that I would take the bobbin out after threading the top, then hold the upper thread in my hand and see if it goes down into the bobbin area. Warning, when I do this with my Big Brother, I usually have to take it all apart to get the thread out. If it goes down into the bobbin area, then the problem is most likely in the bobbin area. I had the wrong bobbins in my machine. They were just slightly smaller, but it caused my machine not to stitch properly and skipped a bunch.