Question regarding FMQ
 

When you start out and you have pulled your thread through to the
top, it says to stitch a few stitches in place and then to cut the thread.
Does this lock in the stitches, and can you do it throughout the quilt?
Thanks.

Yes, unless you are trying to do a "show" quilt, you can just trim the threads close to the top after locking them in place.

I bury mine too, it is a real PITA but I just like to do mine that way :)

when you are ending the fmq end with stitch in place and your needle down then do needle up and move fabric to the left about 3" or so you will see the bottom thread come up then put needle down againabout in the same place you ended then needle up and you can cut the threads.

I also pull the thread up before starting and then bury it with the easy thread needle.

Unfortunately this procedure won't always lock the threads in place. Do a practice using your fabrics and your thread to be sure the thread doesn't unravel. I found that some threads (invisible thread in particular) like to work their way loose. On a DSM I found it was safer to either knot and bury the threads, or stitch forward and backward for a distance. On the longarm I've started always burying the threads, unless the starting point is off the edge.

It is a royal pain, but I also knot & bury the threads.