Filament broke inside feed tube
Sometimes filament can break while it's being fed from the spool into the extruder. This is particularly common with older filament, which can absorb water and become brittle.
To fix the issue, you'll need to remove the feeder tube from the extruder and push the broken filament though until it's all out.
Look at where the tube enters the extruder; there is a small gap on the side.
Use a screwdriver to gently push in that gap and, at the same time, gently pull the tube out. You shouldn't need a lot of force to remove the tube once the release has been pushed.
With the tube removed, push in filament from the other side until all the broken pieces have been pushed through it.
You can verify that all the broken pieces have been removed by pulling on the extruder side of the tube and ensuring that the filament on the spool side of the tube moves. Keep in mind that there might be multiple breaks, so don't skip this step!
Once all the broken pieces have been removed, you can load filament as usual.