If the fabric is not resting on the bed of the sewing machine, it will shred thread.
If you have been able to sew without problem, and now the problem is happening - what has changed (i.e. did you change bobbin, load new fabric, roll the quilt.... )
If you can, make sure you pull a long long length of thread off before rethreading, then slowly trace each and every step... make sure there isn't anything along the thread route that is off/rough, and then check the bobbin/bobbin case and race..
That's the best I can offer right now, please add more details to the story and then maybe some more thoughts will pop into my head.