Take off the needle plate, clean the machine, and check for any bits of loose thread in the bobbin area. Try a new needle (make sure it's sharp) and be sure it's facing the right way and fully inserted. Try a different bobbin and be sure it's wound correctly. Be sure the top thread path is correct and the thread goes the right way through the needle.
If none of that works, it could be a timing problem, but this is unlikely unless you have hit something with the needle when sewing. If you can, watch to see what the needle does as it approaches the bobbin.