Make sure the thread is feeding from the bobbin in the correct direction and through the proper guides.
When threading the machine, do so with the presser foot up. This allows the thread to enter the tension mechanism. When the foot is down, this mechanism closes and the thread cannot enter properly and the tension control has nothing to control - the stitching may look ok on top, but the bobbin thread is messy.
Set the tension as recommended by the mfg.