for me, once I have loaded the bobbin and threaded the needle,
I hand crank the needle down one revolution,
pull on both ends of the needle thread
to bring UP the bobbin thread.
(this should all be done with the presser foot in the up position).
Then, once your bobbin thread is coming UP through the hole/sliver
under the foot,
pull both threads to the back of the machine
then you should be good to go.
When it says to bring the thread back under the foot, should it be hard to get it under there?
by doing the above, you will accomplish this.
if you don't do the above,
you wind up with a big 'ol mess.
and don't think running the needle more will help untangle it in a rough and
tough way. It will REALLY mess up your bobbin, needle, etc
um...don't ask me how I know