At the beginning of your thread, make a small knot. Stick the needle between the top and bottom layers, about an inch from where you want to start stitching, and pull the knot through the top fabric, without pulling it completely out. Do a small backstitch, quilt to the other end of the thread. When you have about 4" of thread left, do a small backstitch, run your needle between the layers along your stitching about an inch. Then run your needle through the layers back to where you stopped stitching and ON THE OTHER SIDE OF YOUR STITCHING. Come to the top and cut your thread.
This is very strong, and I have never had a know pull out. I love to hand quilt. I hope you find it enjoyable, as well.