Start by studying the tension for the UPPER thread: are you sure the thread is properly seated between the tension disks? They should look like two saucers back to back, and the thread goes between them. Floss the space between them with either something like a spectacle cleaning cloth or some thick lint free thread, then re-thread the machine.
Then take a good look at the bobbin and bobbin thread. Now, if this is a drop-in bobbin, just drop it in the bobbin space, and make sure you pull the thread into the leaf spring that sets the bobbin thread tension. It should unwind off the bobbin in a clockwise direction. Pull the thread up to the top side of the stitch plate by holding the loose end of the UPPER thread and turning the top of the handwheel TOWARDS you: pull up the loop and put the tails behind the foot.
If this is a take-out bobbin case, again, pop the bobbin in the right way round (anti-clockwise thread as you look at the open end of the bobbin case), and pull the thread through the slot and under the leaf spring. Re-insert the bobbin case, pull the thread up through the stitch plate (always wind the top of the handwheel TOWARDS you!), and try again.
If this doesn't work, get back to us.