It is probably one of two issues, the most likely being that the upper thread is not correct. Remove your spool of thread from the machine (also lets put in a new needle at this time) and raise the presser foot to its up position and rethread the machine and try again. If it works it was a threading problem. If you still have the same issue then you may have a damaged bobbin case. If the case is damaged it is probably best to let your local service store do it for you.
Good Luck!