I have an Innova and have had shredding problems at times. What size needle is on the machine? I go up to an 18 when I use Omni or Permacore and down to a 16 when I use Glide. I found that I have more shredding problems when I 1. use Glide (but I love it so I perservere!) 2. Quilt from right to left, esp on a diagonal and 3. try to PULL the machine along. When I use a lighter hand to guide it, I have less problems. My biggest bugaboo was my bobbin winder. They have changed them now, but be sure your bobbin is wound evenly and has good tension.
Just remember that every time you solve an issue, you are learning to troubleshoot in the future. I suggest you check out the Innova yahoo groups. They speak Innova...and trust me when I say, they have had all the same growing pains you are having right now.
Congrats on your new machine...and let me know if you need a link to the Yahoo sites