The needle/hook could be out of time. First, make sure you are using a brand-new needle.
If you can open the bobbin mechanism and hand-rotate the handwheel, watch the needle/hook action. You may see the problem as it occurs. (There are many web sites and videos online re sewing machine timing.) There could also be a burr/nick somewhere that is catching the thread. Check that the thread is not catching on the thread spool or somewhere in the thread path. Also, verify that it is threaded through all the thread guides correctly. Sometimes the thread will "jump" out of a guide or loop around one causing problems.
Rethread from the beginning--first raise the presser foot to insure the tension disk is released to allow the thread to seat properly. Check that there are no threads, gunk, or lint stuck in the tension disk. Also, clean the bobbin area and feed dogs of any accumulated thread/lint.
There is also a possible problem with needle/thread/fabric incompatibility. Avoid old or bargain bin thread. Make sure the needle is the correct type for the thread, ie the needle eye is too small for the thread, causing the thread to shred and eventually break. https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=2&ved=0ahUKEwiX-YLwxcPMAhUExWMKHaxsB-YQFggjMAE&url=http%3A%2F%2Fwww.schmetzneedles.com%2Flearning%2Fpdf%2Fschmetz-needle-chart.pdf&usg=AFQjCNHTR52AmqwzvyCjbXmD5Ch52Va5_Q&cad=rja All About Needles
Could also be that the tensions are set too tight.