Hmmm…sounds like you may have a birdnesting problem. There are a few things to check. First, make sure you are holding your thread tails for the first couple of stitches, otherwise, the thread tends to get pulled back into the machine. Check to make sure you’ve threaded your machine correctly and that the thread on your bobbin is wound neatly. Try using a brand new needle and check your tension. Sometimes if your machine tension is incorrect, you’ll get this problem. Clean your machine. Sometimes just a simple cleaning can fix the problem right up. Check my tutorial on machine maintenance
Also, if you have your machine manual, check to see if there is a bobbin tension. Mine machine doesn’t have this but I know some machines do and this could be the issue as well and simply turning a screw could correct it, but I would refer to your manual.