I'd check to make sure the bobbin case isn't backwards/upside down.... Or that the bobbin is turning the right way? Mine feeds out from the left side under the plastic piece but is coming off the bobbin counterclockwise I think...
Stupid idea, but does the machine have a reverse button/lever? Can you start sewing (backwards) and then hit the button/lever to see if it goes forward? Just sounds like something got put in backwards.....
I did find a manual online, but you said you had ordered one....