Upper thread is not pulling lower thread from bobbin up through sewing hole

it is called bird nesting and the upper thread tension is not tight enough
Proper needle thread tension is when you feel resistance as you pull the thread through the needle eye

needle thread tension is not adjusted up properly tighten the setting until you have resistance when you pull the thread to thread the needle

You should do this by putting very slight pressure on the foot control (or turning the wheel by hand) with the machine's pressure foot up. Then pull the threads by hand to the back of the machine. If the upper thread does not catch the lower thread then the bobbin is not correctly threaded in the bobbin case.

Sounds like a tension issue. Try rethreading the upper thread first and then lower the upper thread tension.

Drop bobbin in carrier such that the thread and bobbin form "P". When you pull on thread the bobbin unwinds counter clockwise. Lay loose thread in groove on plate coming toward front of machine. Replace cover. Rotate hand wheel towards you to pick up thread. Pull upper and lower threads to rear of machine under presser foot.

Hi Donna:
This has two parts; 1) pick up thread, and 2) needle hole direction.
1) To begin and pick up the bobbin thread, typically I start without any material under the arm. Begin with a tail of thread about 6" long pulled out from the bobbin, leave it loose. Then holding taunt, onto about 3" of the upper thread after it leaves the needle, I cycle the machine once. Then it should have captured the bobbin thread. Raise the pressure foot (with the needle 'UP') and slide something between that gap to pull out both threads (Upper and Lower), a ruler or your thread trimming scissors are handy for this. Pull the threads and you should see both upper and lower threads now, ready to sew. Apology for covering this basic item, but . . .
2) As you move into 'new' machines, sometimes the needle is no longer setup with the hole front to back. The gotcha is that on some (bigger) machine the hole goes side to side (yes the needle is rotated a 1/4 turn). As a rule of thumb, the thread goes through the needle and points right at the hook. Small machines may have the bobbin right 'behind' the needle. Larger machines often have the bobbin (and hook) beside (often to the right) of the needle. That means to install the needle with the hole going left and right, and the cutout groove pointed to the side with the hand-wheel.
End.

check the bobbin to make sure it's not warped
check the needle to make sure it's not bent-roll on flat surface to see if it roll correctly
make sure the bobbin is in the bobbin case correctly
make sure you have a 3 to 4 inch tail on the bobbin-so the upper thread can pick it up easily
make sure you have a 3 to 4 inch tail on upper thread also as it picks up the lower thread
or you can hold the upper thread with your hand to the side of the machine & use the handwheel to lower the needle as it picks up the lower thread
pull both threads to the back behind the needle
make sure there is no lint or loose threads in the bobbin area

Check bobbin thread....Insert the bobbin thread into the bobbin case in a clockwise direction...pull the thread through the **** on side of bobbin case and slide up into small opening...make sure you pull through about 2 inches of thread to enable upper thread to loop. Good Luck

To adjust any sewing machine for thin material do the following.

1.Use a fine needle,
2.Use a fine thread,(upper & Lower)
3.Reduce the the thread tension, Upper& Lower)
4.Reduce the presser foot tension,
5.Reduce the stitch Lenght.
6.Help the machine by pushing the material towards the needle while sewing. (don't pull it back.)

From the Simplicity Sew Precious Model SWSP2 manual:

Inserting a new bobbin:

1. Place wound bobbin into the bobbin case.
2. Pull about 6 inches of thread out from the bobbin.

NOTE: Be sure that the bobbin rotates COUNTER-CLOCKWISE when thread is pulled.

1. Pass the thread from the bobbin, under the bobbin case spring, and toward the back of the machine.
2. Slide bobbin cover back into position.

Upper threading:

1. Turn the handwheel toward you to raise the take-up lever to its highest position.
2. Lower the presser foot.
3. Place a spool of thread and spool cap on the spool pin.
4. Place the thread into the first thread guide at the top of the machine.
5. Bring the thread down the right slot of the threading path, then around the tension dial. Push the thread tension release lever and pull the thread up so the thread is secure in the thread tension dial.
6. Bring the thread up the left slot of the threading path and through the take-up lever from right to left.
7. Bring the thread back down the left slot of the threading path and into the needle eye from front to back. (Clip the thread end with sharp scissors fro easier needle threading.)

Raising the bobbin thread

1. Make sure the presser foot lever is raised.
2. Hold the end of the needle thread with your left hand. Turn the hand wheel toward you with your right hand until the needle goes down once and comes back up, stopping when the needle is at its highest position.
3. Gently pull up on the needle thread. The bobbin thread, looped around the needle thread, will be drawn up through the needle hole.
4. Push the thread tension release lever and pull about six inches of both the upper and lower threads toward the back of the machine, placing them under the presser foot.

You can obtain a copy in pdf format for free at:
http://www.simplicityhomecare.com/ftp/whitepapers/SWSP2-english.pdf