HI, there are a few reasons for this. Make absolutley sure your needle is threaded correctly. (I've been sewing for years and this sometimes happens.) Next, make sure you have the correct tension for the thread, and the material you are working with and of course the correct size needle and not an old one.
Sometimes the thread is old and it minutely frays and knots, or the needle is blunt. And finally, make sure there is no thread tangled underneath. Hope this helps.:-)
Check how your thread is coming off of your spool of thread. If it is older thread it is wound on the spool differently than a modern spool of thread. The older types of spool were would to pull off of the spool from the side. The newer thread is wound so that the tread needs to come off the spool from the top.