Check the bobbin.
Remove the bobbin and make sure the bobbin is inserted and threaded properly in the shuttle race.
Remove any loose threads or lint in the shuttle race by using the brush instead of blowing into the machine.
Make sure that there are no scratches or burrs on the bobbin case (if so, it will need to be replaced).
Make sure you are using the correct size bobbin that was designed for this machine.
The bobbin thread may not be wound properly.
Replace the bobbin with a new one to test and see if this could be the issue.