I agree to find a Pfaff dealer and see if they can help you. In the meantime, make sure your needle is all the way up before you thread it. If your machine has a needle up/down button press it to make sure the needle is UP. Then thread it. Check your manual to make sure the bobbin is in correctly. There should be a diagram that shows how to thread and get the bobbin in correctly.
If the needle is not all the way up, that thread will pull out of the eye every time. If the bobbin is in wrong you will get a tangled mess on that side of your fabric.
Good luck and don't be embarrassed by asking any question, sewing/quilting is another whole language, kinda like nursing. Once you know the "lingo" you will be set.
And welcome from one newbie poster to another.
Murphy