Threading a sewing machine is like threading your needle, except it is a small maze, from the spool in your left hand at the top of the machine, to guides, tension discs, the take-up lever, the needle and back down again to the bobbin, somewhere down near the bottom. If you miss one thing, even one thing, the machine may still sew, but you may get looping, skipping, jamming, or a pile of thread under the fabric.
So here’s the calmer and more reliable way: Thread it like it is a path or a trail you can see. Put the spool on the spool pin, then raise the presser foot and turn the handwheel until you see the take-up lever is up. Raise the presser foot before you thread because that opens the tension discs and the thread gets caught where it belongs. If you thread with the presser foot down, then the thread sits out of the tension path and causes issues when you sew.
Do not try to do it all at once and then sew and see how it goes. Move the thread from one guide to the next slowly and carefully, following the arrows or channels if you have them. It goes down to the tension, then back up to the take-up lever, then down to the needle. Pull the thread gently through before threading the needle; it should not catch sharply, or pull out without feeling any tension.
Check the bobbin too. Ensure it is wound evenly, is in the bobbin case or drop-in bobbin slot in the proper direction, and is pulled through the small guide or slot. Make sure you check your bobbin, because sometimes when the bobbin goes in and does not spin in the right direction, or the thread is not caught in the bobbin area, the stitch still will not look correct. Only put the cover back on when the bobbin thread has been properly threaded.
Check out that stitch on a piece of cotton scrap, before you cut into your fabric. Hold both thread tails as the first few stitches form, lower the presser foot, sew down a straight line, and check both top and underside. On the top there should not be loops coming out, on the underside, there should not be thread bunched into a big knot. If it looks off, then go ahead and completely re-thread from the beginning and before you start fiddling with stitch tension. Often stitch problems can be traced back to an escaped thread guide, the take-up lever not being set in the highest position or a bobbin not in properly.
Also helpful is repeating the threading process a few times if you are not stitching a pattern. Thread the machine, sew a stitch or two, then undo the thread and go again. This will make threading and setting up quicker because you are not as focused on getting through that hem or sewing a pattern. Instead you are building the familiarity of how the thread should feel to the touch and where it usually escapes.
Here is another final check of sound. When everything is properly threaded, the machine will make a cleaner, more consistent sound when it stitches through that piece of cotton. The machine may knock or catch or pull the fabric if something is still off; before you get the thread further tangled or knotted up, stop what you are doing. Lift the presser foot, remove your fabric, check your needle, check your bobbin, look at the thread path and make sure it is threaded. Eventually, the calmer, more precise threading will be faster, as you don’t have to undo as many mistakes.