Make sure the thread is unwinding in the correct direction through the tension-adjusting spring of the bobbin case. This looks like a slit on the bobbin case.
Many of the newer sewing machines have diagrams and numbers on the surface of the machine (as in the image to the right) that will guide you through the threading steps for your machine.
Insert the bobbin into the bobbin case, making sure the thread is running in the correct direction.
Now that the threaded bobbin is correctly inserted in its case, snap the bobbin case into its place on the bottom of your machine.
Replace the bobbin cover.
Pull your thread up through the plate. Do this by holding the upper thread and turning the hand wheel a full revolution towards you (counterclockwise). This causes the needle to go down into the bobbin area and back up.
Pull on the upper thread. You should be able to see the lower thread now as it pokes up through the plate.
Grab the bobbin thread along with the upper thread. Pull both threads out under the presser foot, trailing towards the back of the machine several inches.
Congratulations, you are ready to start sewing!
Of course, there is no substitute for the original manual for your machine. If you have lost your paper version or never had it at all, many of these guides can be found by doing an internet search for your machine brand and model number.
You may find sewing machine manuals and threading diagrams for your specific domestic or industrial sewing machine at www.sewusa.com .