My first question would be are you holding your thread tails/ends? Or using a 'leader' piece of fabric? If you are used to sewing with a newer, computerized machine, this may not be intuitive for you. For us oldsters, it's just a habit that we don't seem to break regardless of machine!
If you're holding your thread tails, I'm at a loss but I'm sure someone else more knowledgeable will be along shortly.