This was alluded to in a previous post, but when threading, it's important that the presser foot is up until you get the thread to the needle. This allows it to seat in the tension mechanism. When you get to the needle, put the foot down and give the thread a bit of a tug. You should feel resistance. then thread the needle. Pull about a 3 or 4 inch thread tail to hold onto when starting. It really does sound like a thread path issue. Bobbin in wrong, machine threaded incorrectly. Oh, and if you just put a needle in, make sure it's in correctly.
You could also have a friend or coworker who sews give you a quick lesson to get you going