Some of these machines are fussy about whether the foot is up or down when you try to change things like width. With mine, I think it is foot down. It may seem like the knobs move but they really don't engage unless I have the foot down.
As far as Ourworkbench said -- the machines do have different plates for the zigzag, a wider slit rather than the single hole. Sad to say, sometimes I have left my quilting foot on after zigzag and I have indeed hit the foot. You really don't want to do that for any number of reasons!
One other thing that sometimes trips people up is whether or not there is a "darning" feature on their machine. This raises and lowers the feed dogs, so if the fabric is not moving you might look to see if you have a button or switch or something. Other machines have an accessory "darning plate" that fits over the base.