Hi there! I have that same machine. It will give that message for several reasons.
If your bobbin compartment door is not shut completely, the eye that looks at the thread in the bobbin will not see the thread.
If you have an obscure fuzzy, thread, or dust on the inside of the door or on the casing of the bobbin it will not see the thread.
If you have accidentally inserted the bobbin of another machine it will not see the thread. I know that sounds stupid, but I have a Bernina 185 and a Bernina 200, and mine kept giving me that message because I had the 185 bobbin in the 200 machine.
If you've tried everything and it still beeps, it might be time for the Bernina technition.
Hope this helps, and best of luck to ya.
Dru