I am self taught and no one in my family sews. I don't have any one to ask these questions to. I did a search nothing came up to answer my questions.

What exactly is bury your thread?

How is it done?

Pics would be nice too. I am a visual learner.

I did find this on the QB - hope it helps.
http://www.quiltingboard.com/t-116685-1.htm

Can't offer pic's sorry ... but I know there is a video tute somewhere that I watched - Sharon Shambers perhaps?

Burrying threads refers to the quilting process .. what to do with the threads at the start/stop of quilting patterns. You'll need to leave a good 5-6" tail of both top and bobbin thread to do this. Using a hand needle you thread the tail and stitch it back into the quilt - just the batting part - don't stitch through to the other side of the quilt.

Thread these threads and bury them into the middle of the quilt - the batting. Thread the top into a hand sewing needle. Insert the threaded needle into a spot very close (but not the same spot!) that it came out of. I like to take a 'safety stitch' - I usually have my needle tip come out at another place where there are quilting stitches, then I'll take a tiny stitch along the line of quilting stitches to "disguise" the thread and again bury it into the batting only of the quilt. Pop the needle out anywhere - pull taught and snip off. Do the same with the bobbin thread.

Hope this helps. Hope I explained it well enough.

Not sure how anyone else does it as I am also mostly self taught as far as quilting goes. Wherever I end a line of stitching I pull the top thread through to the back and tie the two threads together. Then I thread these two ends into a somewhat large eye needle and poke the needle into a spot as near where I tied as possible and pull the threads between the layers for an inch or more before exiting. Now all that is left to do is cut the thread at the exit point and voila! It's buried.
Sorry no pictures, but I hope this helps.

Thanks. I think I understand.

This explains it:

http://www.daystyledesigns.com/cheaterneedles.htm

video on website where you can also purchase cheater needles...

Wow! It doesn't get any easier than that!

Thanks so much for your help. I now learned something new.