Birds nest messes around the bobbin case can be caused by several different things, mostly they are 'user error'
- bobbin wound wrong, a lot of people don't think about the bobbin thread needing tension on it when it's being wound so they skip running the thread through the tension notch.
- bobbin being inserted wrong - backwards and upside down are all possible depending on the machine.
- upper thread threading not done properly - using ALL the tension points.
- needle in backwards or improperly inserted. Make sure it's all the way home in it's insertion slot and that it's facing the right way.
- someone playing with the tension adjustment, either the operator or someone being 'helpful'...
I just checked several sites for reviews on this machine and while there were a few 5 star 'love the machine' the majority of the reviews mentioned the same problem you are having. Apparently the side loading bobbin style has built in problems. Also, several people report that the top thread literally bounces out of at least one of the tension points all by itself.
If you can talk yourself into a credit for returning the machine, get the credit and buy a used machine from a reputable dealer rather than something else that's cheap from a big box store. You'll thank yourself in the end - sewing/using a thread injector is supposed to be fun not stressful!!