Raise the take-up lever to it’s highest point by turning the hand wheel toward you.
Follow threading sequence in illustration.
Continue to draw the thread down and into the needle bar thread guide.
Insert the thread through the eye of the needle from front to back.
Leave about 4″ of thread loose behind the needle.
If you need the complete instruction manual, you can find it here.
Euro-pro 8260 Sewing Machine Instruction Manual.