Make sure your thread path from the spool to the needle is clear. Sometimes just a tiny piece of lint can cause trouble. You can also "floss" between the tension disks with some UNWAXED dental floss. Usually a problem with the bobbin thread is caused by something up top (either a problem with the tension or the presser foot not being down to engage the tension disks). But just in case, take the bobbin case out if you can and clean under there as well.

It wouldn't hurt to try a new needle, as well.