The thread is at the bottom of the handle on a spool. Pull out the end cap to access the bobbin.
Gently pull to unwind enough thread to complete your project plus about 3" extra. You are pulling the end of the thread, which should be already inserted through the slot at the top of the handle and through the hole in the top of the ferrule.
Wrap the thread around the tack on the handle one time. This will create tension while sewing.
Choose a needle and insert it into the threaded post. Push it in all the way until you feel it stop. Thread the needle. There's a groove at the top of the handle that acts as a thread guide.
Replace the chuck lock and screw it down to secure.
