Being a total newbie at this, I had no idea Cathedral Windows was not a beginner project, but I persevered and finished it in about 4 months (had to, before I went bonkers!). Was told later not to worry about 'quilting' it cuz it's four layers of fabric already stitched together, plus the little 'windows' are another layer & that it wasn't necessary to quilt down the folded over corner components.
HOWEVER, after having it on the bed awhile, I decided to quilt everything down 'cuz it was too easy to hook fingers in the 'floating' sections of each square. Wow, that was a huge undertaking on my old Singer, but I'm glad I did it and wish I'd have gone with my own gut feeling on that to begin with, before the final assembly.