I took a 2 inch piece of sticky back velcro, the loopy side, and put it on the "back" side of my sewing machine right behind the presser foot. After you sew a seam, you pull the thread up an cut it. Get into the habit of pushing the thread back onto the velcro, and the loops will hold the thread when you start to sew again, and this will stop the messy little nest of thread. The velcro acts like a third hand.
Syl