you have not said what make you have.
but this is all i could find out.
Make sure your bobbin is threaded properly along with the top thread. It would help to know which machine you have. Mine has only one way to put the bobbin in so it will work okay, but I have had the thread miss the take up lever and it acted the same way (top thread). Keep trying.
Is it bunching as you first start sewing a seam? Try hold the bobbin thread and the top thread lightly when you first start your seam.
If you look at how the stitch is made, you'll see that the bobbin and top thread are interconnected, without a bobbin thread, you don't have a stitch. Check out the link below to see how a machine makes the stitch. It's pretty cool.
Are you bringing the bobbin thread to the surface before trying to sew? To do this, manually turn the wheel on the end of the machine so that the needle drops down into the bobbin race, while holding onto the tail of top thread. Bring the needle back up so that it's as high as it will go. Now pull on the tail of the top thread and it should bring up a loop of the bobbin thread. Pull up the loop so that the tail of the bobbin thread is up. As Marion said, you need to hold onto these tails when you start your seam, or the bobbin thread will get pulled down into the bobbin again and cause the snarling that you are having.
Here is a link that might be useful: Sewing machine stitch
When I have the thread bunching underneath, it is usually the upper tension that needs tweaking. Also, be sure that your needle is the right size and nice and sharp. A dull needle can really gum up the works.
When mine has done that it usually has lint under the bobbin case. Have you cleaned under and around the bobbin?
Make sure your bobbin is feeding off in the right direction.
I have just recently learned this. When you are threading your machine, make sure the needle and the presser foot are both in the up position. I am betting that would fix your problem.
I use to have this problem often. [sorry for the simplicity of this answer but it works for me] the needle goes up and down, when it starts it downward motion stop. this should be the position of the needle when you start to sew. hope this helps
or this link might help you out some more.
Thread keeps bunching up under needle plate Google Search