Well, unless you have a seperate bobbin winder and another spool of thread in the same color, you had to use your machine to wind a new bobbin and you had to unthread your machine to use your thread to wind the bobbin. A lot can happen when you unthread the machine than rethread it again. Maybe you just had something not going through the right guide when you rethreaded or your top thread didn't go through the tension discs just right. That is why it can be sewing along just fine and then you unthread everything to rewind a bobbin and it messes up.

I have wondered the same thing, only to realize that some how I had "missed" the thread take up lever! Never fails if I am having tension trouble I know its the take up lever. Sometimes I get to sewing along and because the lever on my little brother is an open one and not a hole I have to thread the thread threw it will "jump" out of there which causes a huge catastrophe! Glad everything is working right now.