The main cause of this problem is related to the top tension. Simple checks are make sure the thread is between the top tension discs. Check by dropping the pressure foot and lightly pulling the thread to see if there is resistance. Some examples of tension discs are below.
There may be lint caught in the tension discs. Gently check between the discs for lint. This will cause the discs to push apart and reduce the top tension.
It is a good idea to simply re thread the machine after you have checked the tension unit.