I agree about watching Jamie Wallen's video. It really helped me get started with my Voyager.

What brand of thread came with the machine? And are you using a cone sleeve on it? How the thread feeds off the cone is as important as correct threading, at least for me. Have you tried changing the bobbin? I have had problems in the past when a bobbin was unevenly wound or loosely wound.

Edit: Here are links to two Innova groups on Yahoo. One is run by the company; the other is privately owned (and therefore not subject to moderation by the company). I tend to forget which is which because the names are almost identical, but I think the first one, with the underline for a space, is the strictly user group.
https://groups.yahoo.com/neo/groups/innova_longarm/info
https://groups.yahoo.com/neo/groups/innovalongarm/info
Both groups have "files" sections with checklists and help suggestions for thread problems.

Edit 2: Just glancing at one of the checklists, if all else fails you can try turning the thread spool upside down and you can try threading through just one hole so the thread has a straight path to the tension knob. Also mentioned is re-inserting the needle, making sure that the scarf of the needle is aligned exactly as pictured in the manual. One person who was having trouble with Glide thread shredding found that hers was just a smidge off; after re-aligning the needle, it never shredded again.

I was having that same problem just this weekend on my Innova, too. Re-threaded, checked my bobbin, no luck. Took the needle plate off, and there was a little piece of thread stuck in the bobbin holder! Took it out, put the bobbin back in, and voila! It worked again! Check to make sure there's no thread or lint stuck under the bobbin plate. It was something that simple for me.

Patski, mine was delivered a couple of weeks ago, and was taught that you go around three times, not two.

what I found out with my longarm which is not a Innova but a Nustyle that if I don't get the needle is just right it will shred my thread and break. I do not like the glide thread it just does not feel right to me and my machine does not really like it.

Cindi, I have found that to be a preference. True, Innova now recommends wrapping 3X around tension assembly, but when I got my machine I was trained and my manual indicates 2X. I have tried both ways and found I do better with only 2 wraps. Congrats on your new machine!

Also to the OP when I have issues with my thread breaking as opposed to shredding. Breaking to me is when the thread snaps and the back lash will often unthread the top all the way to the needle bar eyelet. Anyway every time I have had that kind of break the thread was hanging up along the thread path somewhere. Once, I forgot to snap shut the little ring that some brands have along the bottom to hold the thread in place when storing. Anyway the thread had pooled around there and wrapped tight. Another time I thought I had it taut the entire thread path but it was too slack somewhere and when I pulled it through it hung up on one of the screws along the neck of the machine. I didn't realize until I started quilting and suddenly - snap!

I have a Juki QVP and I had that and I jerked around with everything and then I found there was a ding in the bobbin....

thanks everyone. You all have great advice. Tension is better. I haven't had much chance to play with it again. I have been a longarm quilter for a few years but with a different machine. I know I have to get use to it. Thanks again. I'll let you know if I have any more questions.