Every sewing machine stitch uses two threads: the one from the spool on top, and the one from the bobbin underneath. The bobbin is a small spool you fill yourself, and the machine has a winder built in to do it.
Jann Newton of Vintage Coach Restoration runs through it on a Singer Heavy Duty. The sequence is the same on almost every modern machine, though the bobbin case at the end differs.
The step that causes most of the problems
Taking the thread around the bobbin tension disc. It looks like an optional detour on the way to the bobbin and it is not. That disc is the only thing applying tension while the bobbin fills. Wind without it and the thread packs on loose and uneven, and you get looping on the underside of your seams, skipped stitches, and thread nesting under the needle plate. Almost all of it traces back to a bobbin wound without tension.
Use the bobbins that came with your machine
Bobbins look generic and are not. Class 15, Class 66 and L-style bobbins differ by a millimetre or two in height and rim shape, and the wrong one sits at the wrong depth in the case. Plastic and metal are not interchangeable either, even in the same size.
How full is full?
Up to the rim, not past it. Most machines stop automatically at that point. An overfilled bobbin binds against the walls of the case and pulls your tension tight in a way no amount of dial adjustment will fix.