I am pretty sure that I know what this is - because I used to have the problem myself.
With some machines the exact position of the thread takeup arm when you start sewing is critical.
to see what a "thread takeup arm" is look here
http://sewandserge.com/sewparts.asp" target="_blank
You need to make sure that this is at the TOP of its travel.
Then thread the machine and when you have passed your thread through the eye of the needle take both that thread (the top one, and the bobbin thread and pull them out about 30 cm. That is longer than you need, but it will do no harm to have it too long.
Set the tension (the numbered wheel on the front just near the thread takeup arm) to about half way, so if the numbers run from 1 to six set it on 3 or 4.
Try sewing.
If this turns out to be the problem then you will probably find that every time you stop sewing (for example to turn a corner) you need to make sure that you have wound the machine on by hand till the takeup arm is at the top before you start the motor again.
It is easer to assess the tension if you are doing a straight stitch - it will show if its too tight because the material will pucker, too loose and when you pull the material apart the thread will show. Also I would suggest that you start learning to sew on some old plain material - something like cotton dress fabric or sheeting, which is easier to sew than loose woven stuff, and you can see more easily if you have your tension right. Once you have the tension right in straight stitch, it will automatically be right in zigzag too.
I could teach you to use a machine and maintain it in half an hour - face to face - but it might take a bit longer online!!