Most minor and infrequently occuring sewing machine thread jams are typically caused by tension issues or problems with threading sewing machine. If your thread frequently snarls up no matter what you try, you will probably need to take your sewing machine in to a repair shop for a cleaning and/or a tune-up.
When your thread snarls up, the first thing to do is to carefully remove the fabric from the machine and make sure there are no bits of thread or fabric caught in the feed dogs or in the area of the bobbin case. Be sure that the sewing needle is in the upright position and raise the presser foot to relieve the upper tension before pulling the fabric out.
Once the fabric and thread is cleared from the machine, pull out the upper thread and completely re-thread the machine, taking extra care to guide the thread through the appropriate places and properly seat it in the tension disks. When I am in a hurry, I have a tendency to rush the threading process and sometimes miss the disks or one of the thread guides. Also, while you are at it, check the upper needle tension setting to make sure that the dial was not inadvertently turned to the wrong setting.
Now you are ready to try stitching again. Sewing should be smooth sailing, but if not, I then try a process of elimination following the steps below.
1) Check the needle - Make sure that the needle is undamaged and is the proper size and type for the fabric you are using. For help selecting a needle, refer to my article Sewing Machine Needle Types. Even if you recently changed your needle, the earlier jam may have damaged it slightly, so if you are still having problems sewing, change it out.
2) Change the thread - It is always best to use higher quality thread rather than bargain bin thread because cheaper thread has a looser spin and snags more easily. This can cause problems as the thread moves through the tension disks and the eye of the needle.
3) Check the thread path - Another problem that can crop up sometimes is the thread becoming caught in the top of the spool as it passes by the thread end catcher (the little notch in the plastic rim of the spool). To avoid this, make sure you turn the spool so the notch is pointing away from how the thread feeds off the spool.
If the thread still jams up after rethreading and changing the needle and thread, then you may have a mechanical problem requiring attention from a repair person.
If your thread has a tendency to bunch up at the beginning of your sewing, but is fine after you get started, you may need to adjust how you begin sewing. One tip is to hold on to the thread ends and pull them tight when you begin sewing. This keeps the threads taut and prevents the upper thread from looping into the bobbin case too far. This varies by machine, but is a good habit to get into, regardless. My machine happens to be a bit sensitive to this, especially with lightweight fabric. Another issue can be starting to stitch too soon, before the fabric fully engages the feed dogs. I tend to start stitching a bit in from the edge of the fabric and then back-stitch to secure the stitches in place at the edge.
As a preventive measure, it is a good idea to clean your machine after each project, especially if you have been using fabric that produces lint such as flannel or fleece. To clean your sewing machine, the best tool is a small vacuum cleaner attachment made for cleaning mechanical equipment. You want to avoid blowing into your sewing machine with your mouth or with compressed air. Both can force the junk you are trying to get out further into the machinery rather than removing it. Your breath also has the added danger of being moist which is not good for metal parts. Also, keep your sewing machine covered when it is not in use to prevent dust and other fine debris from settling on the working surfaces and in the nooks and crannies of the machine.