It might not be the zig zag that's your nemesis, it might be a complete coincidence that the thread made a mess while you tried that stitch.
If you are getting a big mess of tangled piled up thread on the underside of your sewing, that's what sewers call "bird's nests". I just recently started having that problem with regular stitching, not zigzag. Bird's nests can happen while doing any kind of machine stitching. It's a pain in the butt, and I panicked recently because I thought my machine needed fixed or I was doing something wrong. I looked it up on some forums and tried some various advice, and my machine is fine now. No more bird nests.Here are a few things to try if your bobbin thread is jamming up on the underside of your work:
-Lift the presser foot UP and then completely rethread your needle thread.
(this is the thread that comes from the spool and through the top of the machine.) When the presser foot is down, the tension discs are closed and the thread can't be pulled through it. This can cause improper tension and the thread to jam up into a big ol' mess. This is especially true if the first few stitches seem fine and then it all of a sudden starts to jam up. That's because the thread is not feeding through the tension discs properly. Make sure the thread is correctly anchored into each part of the machine.
-Put in a new needle.
Just like changing razor blades, an old used needle can cause more problems and messes, get a nice fresh one. Sewing machines like that.
-Check your bobbin.
Make sure that it is not tangled up and re-insert it, and bring up the thread again. Look at your machine's manual and make sure you put the bobbin in the right way, some machines are picky about that. Is your bobbin wound too full or almost out of thread? Maybe a new bobbin is the answer too. Is it the same thread as your needle thread? Sometimes using two different kinds of threads can cause tangling, if your machine is picky about that too.
-Are your feed dogs up?
The feed dogs pull the fabric through and under the moving needle. If the feed dogs are down, the fabric stays put and just sews in place, and... you guessed it...makes a bird nest.
-Put your presser foot down before you start sewing. You can also try holding the tails of the thread to the side while you take the first few stitches.
Sometimes the machine will pull them back down into the bobbin case and start to ball up into a bird nest. You can do this with the hand wheel if you want before you push the pedal, to free up your hands/fingers.
-If all else fails....clean and oil your machine.
Here's a great video tutorial on how to do it, you can get sewing machine oil in the notions section of Joann's or any other craft/sewing supply store. http://youtu.be/4AYV3hbqF4U
if it IS a zigzag stitch problem, it might be that you didn't adjust the stitch LENGTH or stitch WIDTH. Try making zigzag stitches on a scrap piece of fabric, trying different stitch lengths and widths so you see how that affects the stitch. I usually do this before I start sewing on my work to make sure I have it set to the size I want for my particular project. On my machine, the zigzag stitch and the straight stitch are the same setting on the knob. Making the stitch width bigger is what creates the zigzag. (A stitch width of "0" is a straight stitch.)
It can be a long loose zig zag, or create a small tight row of stitches like you would want for a button hole binding. Play around with it, don't be nervous about it!
Hope that helps, it's so frustrating when you want to sew and all you do is battle the machine. Just keep in mind that ALL sewers have tangling problems, and sometimes it's not the stitch, or the machine, or YOU....sometimes it's just a simple fix. Good luck!