You haven't given a lot of details so I'll just assume this is a bobbin issue initially.
Take out the bobbin and rewind a fresh bobbin of thread paying attention to the following.
You want to keep a bit of tension on the thread spool as the thread winds off it - good way is by placing the round handle of a pair of sewing scissors onto the top of the spool. If you let it just bounce around it will affect the bobbin winding neatly and the thread won't then run off the bobbin smoothly as you sew.
Also visually watch the bobbin as it fills, and give the thread a nudge with your finger tip to ensure it fills top and bottom, not just in the middle.
Think of how you wind up the garden hose reel, if you let it all go in the middle, it jams up before the whole hose is wound onto the reel. But if you wind it carefully and move the hose around winding it evenly across the whole reel, it stays neat and doesn't all jam up. Same principle for bobbins; don't just run the thread through the little tension disc and press the pedal hard until it stops.
Also quality of the thread is important; cotton wrapped polyester is nice to sew with and has a bit of spring, strength and good sheen; not sure where you are. But the brands I look for are Sylko Supreme, Guttermann and Mettler threads; there are other good brands too. Don't use those cheap bags of 5 white or black thread in the bargain bin. Some threads you can actually see particles of dye coming off the thread around the spool holder as you sew. Darker colours do this more.
And keep your threads stored neatly in air tight containers away from light, insects or damp; textiles fade and break down under UV rays eventually.
Now rethread your machine and ensure that the bobbin has gone into the bobbin holder winding in the correct direction for your machine, and that the thread has clicked into the tension spring.
Hope this helps, a good source of general sewing machine info is
www.sewing.about.com.
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