As I believe the Sonata 6606 sewing machine is made by Singer, I have included a video which explains how to thread a singer machine as it is easier to follow than written instructions in my opinion.
However, if you go to Manuals Online you will be able to download a manual which will hopefully tell you more about the machine. Don't worry that the page I have directed you to asks you to download the manual for the 6210 machine, you will see that the 6606 is also included, but this is not clear until you open the downloaded manual.
I hope this helps, they can be tricky things to thread which is what puts me off trying, at least now that there are videos available it is easier to follow and learn that way.