Hello Heather,
If you are certain that the machine threaded properly and the needle is in the correct way round you will need to check the following, no damage to the slot on the needle plate, if you have broken a needle at any time the slightest nick will cause the thread to break, check the bobbin case for any sharp edges, remember that thread will wear down even metal after a few years, if you have a front or side loading bobbin take the bobbin and bobbin case out, you will have a round drop down gate to get to the raceway, check the moon shaped spring on the top for any damage or sharp edges.
drivewithken@blueyonder.co.uk, June 2008