Congratulations. You are going to really enjoy your new machine. I have been embroidering (by machine) for 10 years and absolutely Love it.
I read where you were having trouble with the thread. FYI - some machines are finiky on what type of emboidery thread they "like". I mainly buy Robison Anton (Poly). I also find that the fatter the spool the nicer it unwinds in the machine (lots of the Sulky are the skinny spools - have lots of them, but like R/A much better, as well as Mettler, Iscacord and Maderia threads for Embroidery.
I also buy the pre-wound embroidery bobbins (by R/A). Your sewing store usually sells them in a tube/pkg. of 10.
I buy a lot of my thread from a place on the internet called Discount Embroidery. I used to buy my pre-wound bobbins from them 35 at a time, now I buy either 74 or 144. The price is way better than in the local stores. Same with the thread - they are less than in the store almost by half. And the shipping is free. If you have any questions they are great via the phone.
As far as stabilizers go, Sulky has a great book on that subject (you can get at JoAnn's with coupon). At my store it is with the thread section. Also, starting out you can use coupons (or notions on sale) to get Sulky stabilizers. I buy Florini, ABC, Jenny Haskins, and a few others from sewing store, especially if they have a coupon for notions; and I attend the ISS show as well as embroidery and a quilting show each year. If they are in your area absolutely attend - they are full of info, as well as great prices.
Also, if your machine came from a sewing store (not dept. store) they should give you a class(es) for free. If possile, defnitely take them. If they every have demos or classes they are great also.
Enjoy, it is so much fun. You can even incorporate your quilting with embroidery. I'm almost done making a large table topper via emb/quilt and hope to post a photo soon.
HAVE FUN and ENJOY
Karen