Hello Lora,
Chances are there is thread stuck in the actual raceway, take out the bobbin and bobbin case and lower the gate with the two black clips, take out the half moon shape raceway and you may well find thread there, if there is no thread try and turn the balance wheel, if it does not move then you have a problem elsewhere, e-mail me if you like.
Ken
drivewithken@blueyonder.co.uk, August 2008