You probably need a new needle. Polar fleece is made of recycled plastic pop bottles so it is very hard on needles and scissors. I use a separate pair of scissors and an old rotary cutter blade when working with polar fleece
Hope this helps

Mary

Also check to see if the bobbin is in the bobbincase correctly.

You might have to adjust the upper tension too since you're using a zig zag stitch. I agree with changing the needle. Also check for lint in your bobbin area. When my machine starts acting crazy it's usually a combo of lint and needs a new needle.
Susan in Bama

What model and make machine do you have? Are you using a stretch or ball point needle with the polar fleece? Are you sure you didn't miss a step in setting up for a zig zag step, like pushing a button or turning a dial so it will zig zag or do a built in stretch stitch?