Just wound a couple bobbins of poly thread - also figured out the issue I'd been having getting that tension right. Turns out you have to go through the bobbin winder tension disk/guide. Duh. (I'm simultaneously thrilled at myself for figuring out the problem - and mortified that it took me so long. Ah, the joys of sewing without a manual...)
Quiltingcandy, I do have the thread in a stand behind the machine - and the very, very nice lady I bought it from did stress that I should always use cross-wound thread for it. Something about how it twists (or doesn't) coming off the spool? It made sense when she explained it.