Check that the thread is being delivered to the machine correctly. Cross wound and straight wound spools need to use different spool pins. Cones need a cone holder to ensure a smooth journey to the needle.
Is your needle the correct size for the thread you are using?
Is the thread suspect? How old is your thread, older cotton threads can go brittle with age, these need consigning to the recycle bin.
Re-thread your machine with presser foot up, a new needle that matches your thread weight and away you will go! There is a video showing you how to thread the machine. Click Here