Threads tangle up underneath if the stitch is not able to form correctly. The usual cause is incorrect threading; most often the top thread, re-thread the machine with the presser foot up and the needle at the highest point. This will ensure that the tension disks are open and the check lever is in the correct position to take the thread easily. If you have a rotary hook or CB style bobbin case the bobbin needs to travel clockwise in the bobbin case. The newer models have asymmetric bobbins to prevent insertion the wrong direction.
A video is available to show you the process; all Bernina machines are the same basic principle; your machine manual will provide the details specific to your machine. Click Here