Check your needle. If the needle is bent or put in the clamp wrong it won't pick up the bobbin thread. The flat part of the needle has to go a certain way. Look in your manual on changing the needle or inserting the needle into the clamp.
No you don't close the case on the bobbin thread. Pick up the bobbin thread, bring it to the top and then close the case

I don't have a Brother but for my EuroPro I need to insert the bobbin in the case, then put the thread through a slit in the bobbin case before inserting the whole thing into the machine. The thread just hangs loose at the top left of the bobbin case, then when you put the needle down (assuming the bobbin case is in the right way, and the needle is in the right way), it picks it up and draws it up through the throat plate.

Rookie,

Install the bobbin, pull the thread(several inches) to the left, then close the case. There should be a tiny space where when you close the case, the bobbin thread pulls easily. Then hold the bobbin thread with your left hand while you manually lower the needle to pick up the bobbin thread. If this does not help, I will take pictures of my machine and post! LMK!

Your needle might not be in correctly. Machine needles have a groove along the length of it on the side that does NOT face the bobbin assembly and a scooped out area called the "scarf" on the back side. The bobbin hook (either rotary or oscillating) picks up the top thread, loops around the bobbin and brings the bobbin thread up by hooking it at the point of the scarf. If your needle is not in correctly, it might not be able to hook the bobbin thread.

If you thread from the front, the scarf will be in the back. If you thread from the side, the scarf will be on the opposite side from the side you insert the thread into the eye. (usually the groove is left and the scarf is right) When the needle is fully down, the scarf will always be next to the bobbin case, the groove always away from it.

Finally you might have the wrong type of needle, too long, or too short, for the machine, which would again cause the scarf to be aligned incorrectly.

Hope this helps.
Donna

I had that problem with my machine.The company told me not to use cheap thread.Took his advice and it solved the problem