A sewing machine stitch is different from a hand sewn stitch. The machine stitch consists of two threads, one on each side of the material to be sewn, which loop around each other to make one stitch. Thus a sewing machine has two threads, the main one visible on top of the machine, and a smaller bobbin of thread that's hidden away inside.
This instructable will show you how to remove and insert the bobbin, how to thread the machine, how to wind more thread onto a bobbin. Coming later, once I've taken more pictures: how to operate the machine.
Note: the foot pedal/power cord assembly is detachable, but can only plug in in one way. Also, there is an on/off switch on the right side of the machine. When it's on, a light will go on by the needle.
Step 1: Bobbin insertion and removal
To put a bobbin in the machine, hold the bobbin case with the open side towards you. Hold the bobbin you're going to insert so that the thread is wrapped around clockwise (see third pic). Slide the bobbin into the case, where it should fit easily without any pressure. The thread coming off the bobbin needs to slide through a small slit (fourth & fifth pics) and then under the tension flap to come out by the kind of bar that sticks out the other side of the case (sixth pic). Really the pictures are clearer than this explanation.
There is a tiny flat-head screw holding the tension flap down. This controls the lower thread tension but you'll probably never have to mess with it... if you do, be careful not to loosen it so much that the screw comes out and the flap falls off inside the machine.
Now that the bobbin is in the case, put the case back into the bobbin trace assembly (pic 7). The bar that sticks off the bobbin case fits into a slot on the trace assembly (pic 8). Close the door on the whole thing. Let the end of the thread hang out (pic 9). You'll take care of this hanging thread in the next step, threading the machine.