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.