Hi,
When you start to quilt only sew one or two stitches then pull up your bobbin thread through to the top.
You do this by raising the foot and moving the machine a little and pulling on the top thread until the bobbin thread comes through. When the bobbin thread is left under your project it tends to make a mess like this.
You can go to you tube and type in pulling up bobbin thread and there is a demo.
irene