Several common things to check:

1. Is the neeedle inserted correctly? The flat part of the shank has to be a certain direction (read the manual). Is it threaded the correct direction?

2. Is the bobbin inserted correctly in the case - the thread has to be running a certain way, and the bobbin case has to be inserted completely and the lock has to engage.

3. If #1 and #2 don't fix it, it MIGHT be a tension issue.

UPPER TENSION: tighten it 1/8 turn, test with cloth, tighten again. You should be able to pull the thread fairly easily (don't tighten too much).

BOBBIN TENSION seldom goes wrong: make sure the bobbin is in the case correctly, thread in the right notch. Gently pull the thread - it should pull out easily. Hold the bobbin and case up by the thread ... it should NOT be so loose that thread slowly slides out from the weight of the bobbin. If it's REAL hard to pull out, loosen the tiny screw on the case about 1/8 turn and try again.

Hey it's Rene again, you say you had the stitch on 2, the zero usually means it stays in one place, doesn't move, like if you are sewing a button on, or doing a bar tac.
When the tension is correct, you can look at the stitches and the are even and not pulling the other thread, if you see the top stitch looking flat and the bottom stitch is showing on top the top stitch is too tight, decrease the tension a slot, if it is the bottom stitch that looks pulled, then the top stitch is too loose, increase the tension, play around with stitching on scraps , stitch then adjust change length, until you see a nice even stitch.
Don't let it get you flustrated, hope this helps : )