Using an embroidery machine is a lot like caring for a baby. It likes consistency and is totally dependent on you to provide all the things it needs. You know when a baby cries, it has a need. Well, your machine is the same way.
Here is a list of possible causes.
*Is there anything you changed immediately before the problem began? Needle. Bobbin. Thread type. Make sure you are using the correct type.
*Re-thread your machine. Often it is that easy. Do the same for the bobbin.
*Correct bobbin? If you have a 2nd machine or have recently replaced the bobbin, is it the correct type?
*Do you have a Sharp Needle?
*Are you using enough / correct type stabilizer? If you have a very thin or open weave base fabric, you might need to double up on stabilizer.
*Stray thread? Both bobbin and upper thread tracks can catch pieces of thread. Start with the bobbin. For the upper thread area, follow the track. Often, using a bright light will help locate the culprit. Pay close attention to areas that have spring catches. You might have to unscrew an area to gain access. Work on one area at a time, re-assemble then move on.
NEVER remove upper thread by pulling your spool upwards and backing out the thread. Cut it at the top and pull thread down toward the needle. This will prevent fraying of the thread.
Hope this helps. If you have other tips, feel free to share.