There are a few important details to understand about your machine before you start to sew. Sewing machine stitches are made using two threads - an upper thread that comes off the spool and a lower thread that comes off a bobbin. The bobbin is wound with thread off the spool and then the bobbin is placed in the bobbin holder.
As the sewing machine needle goes up and down, it passes into the bobbin compartment and catches the bobbin thread to create the stitch as shown in the image to the right. This stitching process is completed through a fairly complex feat of engineering and both threads need to be threaded through the machine correctly for it to work as it is intended. If threaded incorrectly, the stitches will be messy and/or ugly and in some cases, the thread will even break.
I will go over the basics of threading your sewing machine, but be aware that each machine threads a little differently so be sure to refer to the instruction manual for your particular machine for the correct threading path.
Place your thread on its designated spool pin (#1 in the photo) and secure it in place if necessary (most horizontally mounted spool pins have a disc that slides onto the pin to keep the spool from coming off (#2)).
Tip: if you are using a spool that has a notch in the plastic for securing the thread when it is not in use (see photo), make sure that end is facing away from where the thread comes off the spool. I have had this notch catch the thread while sewing and muck up my stitching.
Winding the Bobbin
The bobbin needs to be filled with thread before it is placed in the bobbin compartment for sewing.
Place your empty bobbin on the bobbin winder spindle (#3 in photo above) and run the thread through the guide and tensioner (#4) as explained in your sewing machine manual and through one of the holes in the top of the bobbin.
Engage the bobbin winder stopper (#5).
Disengage the needle (this is usually done by turning the hand wheel on the side, but some newer machines automatically disengage the needle when the bobbin is snapped in place).
In the photo on the right, I have threaded the bobbin for winding. The arrows are pointing to the guides that the thread needs to go through before it goes around the bobbin.
Press down gently on the foot pedal. The bobbin should spin, pulling thread evenly off the spool. It will continue to spin and once the bobbin is full, the bobbin winder stopper will disengage, stopping the bobbin and preventing it from overfilling.