I was told by my Bernina dealership to only use Mettler silk wrapped thread. There just might be some threads that don't work well on Janome.

No, it isn't your thread choice....it is just a quirk of the machine....does it to me once in a while, all different thread types....try threading through the take-up lever left to right (backward)....it does help me when the machine gets a bit funky....good luck!

Thank you for all of your responses... gave me some things to think about :)

Interesting! My 6600 is my main machine, had it just over 2 years now, and I haven't had this particular issue yet. Mine will unthread at the needle sometimes after using the auto-cut button, but not jumping out up at the top usually. I think maybe it's happened once or twice, but not anything I'd consider a consistent problem.

I'm usually sewing with Precensia, Aurifil, or Connecting Threads.

(Of course now that I've SAID this, it'll start happening all the time...)

Check that you have your spool on the spool pin coming off the spool correctly. I was having the same problem and my dealer told me I had the spool on wrong. Who knew that would make such a difference? Checked the manual and sure enough... it was wrong.

My machine will not sew with Coats and Clark dual duty thread. All other threads are fine but she chokes with C&C so I don't use it. Why deal with the headache.

Yes, machines can hate different brands of thread or different colors in the same brand. My machine hates Florini thread. It's beautiful thread, but I can't use it with my machine. That's why if you buy a different brand of thread, buy just one spool and see if your machine likes it.

One of my friends has this issue with hers and this is how she solved it. Hopefully I can explain it in a way that makes sense.
Normally when you thread your machine you bring the thread up through the tension discs and then along the right side of the arm, through the loop at the end of the arm and down the left side to continue through the little loops before you get to the needle. What she does is after she brings the thread through the tension discs she crosses the thread over the arm and goes from left to right through the hook at the top of the arm and then continues down through the loops to the needle. This doesn't affect the tension on the thread so sewing is fine but having the thread in essence cross over itself at the loop keeps it from coming out. I believe she got this idea from her dealer.
I have a Janome 8900 and have never had this problem but you are not alone in this happening on your model.

the newer 6600Ps don't have this problem.
mine did. (purchased approx 5 years ago. manufacture date unknown, but it was new-in-box.)
i was also able to solve the problem using the threading method citruscountyquilter described.

i used all sorts of threads without issue.

PatriceJ:
I believe you replaced your 6600P with the 11000SE ? As I did, but missing the Acufeed system, not getting the same quality results with the Even Feed Foot. Do you feel the same? Wondering if I might have a faulty EF Foot.