Does the hand-wheel turn? Is the machine locked in a "threading" position? It may have a lever that has to be in the "serging" position.
Is the presser foot down? Needle plate on correctly? Next, is there a door on the machine when you thread? The door has to be closed to serge.
I have the Ovation and have to check the thread/serge lever and the hand wheel after threading. Perhaps one of these suggestions will spark your machine to work for you.