I am ready to start machine quilting on my first quilt. The book I have been reading says to pull up the bobbin thread so you don't get a "nest" on the bottom of your quilt. If I pull up the bobbin thread to the top how am a going to secure the first few stitches? Another book says to thread the top and bottom threads on a needle and sew them between layers! I am lost. Can anyone help me please.

I will try this again. I hope it makes sense I am beginning to get very sleepy.
Be sure you take one stitch down and up to bring the bobbin thread to the top. If you don't you will have a nest or what I call a big mess.
Securing threads:
One way is to take tiny tiny stitches at the beginning to secure the thread.
Another way is to begin stitching, then when you stop you will tie a very small knot close to the beginning of your quilting. Thread these on a needle and run the needle through the batting for 1 or 2 inches and back through the top and out. Tug the thread slightly until you hear a small pop. This will put the small knot into the batting. Carefully clip the thread and continue quilting.
At the end of the area that you are quilting you can secure your threads again in the same manner.
I am sure there are many ways to secure thread. These are just the two that I have used.

I always pull up my bottom thread, then I take two or three small stitches which makes the stitches so they don't come out. I have never heard or putting the bottom thread through your needle, I would think it would make the line look thicker for a little ways, but it would lock your stitches in place. Oh, I think I know what you mean, when you are finished quilting, you take a regular needle NOt on the machine but a regular sewing needle and work the ends in between the back and top to hide the ends9like you when you are hand quilting) and give it a little more security from coming unquilted. Am I making any sense at all. Hope I have helped, and not just confused you any more than you were. Good luck. Just remember to relax, and try to enjoy it.

When I am darning in my ends, I use one of those self threading needles, it's much easier to use as you don't have to try and poke short ends of threads through the eye, you just hold the threads across the top of the needle and they snap into the eye. Only drawback is that you have to use a thimble to sew with this kind of needle, or it chews up your finger!

Pulling up the bobbin thread confused me until I tried it myself. Like the PP said, put the needle down and then up again. Then you raise up the presser foot and just tug gently on the thread (top thread) until the little loop of the bottom thread comes up, then pull up that bottom thread (I use the non-sharp side of my seam ripper or you can use one of those stiletto things. Then you have both threads on top. Hold onto those and put the fabric back under the presser foot and then put the presser foot back down and sew as directed above-either taking tiny stitches at the beginning and end or using a regular sewing needles to draw the threads between the layers of fabric.

Oh btw-I do not pull up the bottom thread if I'm starting at the edge where it will be covered with the binding. I try to quilt this way (edge to edge) to avoid having to do that but if you're starting in the middle part of the quilt, that's when you need to pull it up.

Excellent way to describe it! It took me a while to get it myself - even after taking a class. I still can't do the same at the end. ;0

"I still can't do the same at the end"

I don't think you pull up the bottom at the end of a fun...Do you? At the end, I just take a few tiny stitches to lock it in.

I could very well be wrong...:(

try this youtube video
explains and shows
http://www.youtube.com/watch?v=KDERq4I7l-Q

Again I have learned something I couldn't figure out. Thank you Marie R for asking the question, thank you Gale for the description and thank you Michelle for the link to the video. So simple, but it this going to save me problems. Just love this place