This has happened to me. A couple of things to check. Make sure that when the bobbin starts "loading", the thread is grabbing the bobbin and spinning around aimlessly. It may help to hold the tail of the thread until you can see that it is grabbing and covering the spindle properly. Remove the thread spool from which you are filling the bobbin, replace making sure that the thread is unwinding towards you from underneath and carefully follow the path to the bobbin for winding. The last bit may seem obvious but this is what caused my problem. When one sews a lot sometimes we don't pay attention to the obvious.
Hope this helps
Ladysmith BC,Janome 12000, Bernina Record, Bernina 1150MDA serger, bit of a Luddite, garments not crafts