Can be a variety of reasons. Firstly, is it a Quality thread? Cheap thread can be inconsistent in strength and also creates more 'dust'. Secondly, check the thread path for the top thread and also the bobbin thread. Reset tensions. Third, have you broken a needle lately - may have created a small burr on the bobbin / shuttle. Fourth, change the needle - is it the correct type and size for what you are sewing?
Hope that helps!