1. Turn the wheel until the needle is all the way up
2. Raise the presser foot: it opens the tension discs
3. Spool on, thread off the front, cap on
4. Down the channel, between the discs, round the U
5. Up through the take-up lever and back down
6. Thread the needle front to back
7. Drop the bobbin in the way the cover shows
8. One turn of the wheel brings the bobbin thread up
9. Both threads to the back under the foot, about 10 cm
10. Foot down, hold the tails, then sew

With the foot down the discs stay shut, the top thread gets no tension and the first stitches pull it under the fabric. Turning the tension dial is the usual first try; Brother's manual says to rethread the upper thread, and the film follows the manual. Shown on a generic home sewing machine with a drop-in bobbin, in the class of a Brother or Singer; the machine is our own drawing.

Which machine should we do next?

Sources: Brother operation manual (upper threading; troubleshooting, thread tangled on the wrong side of the fabric); Bernina blog on thread bunching.
Sounds: Freesound CC0 (kyles, Rudmer_Rotteveel, SoundsBeingCool, temawas).