Janw- It wasn't hard at all. I used regular thread in the bobbin, I don't think the instructions I followed said anything about dissolving thread. The hardest part of making it was waiting for it to come back from the quilter to fluff up the chenille part. It does make a mess when you brush it out.
Moonpi- I had to wash it after I brushed it out and have only washed it a few times since but it seems to be ok. There are a few thin spots where I think I cut the chenille strip too thin, but other than that it is good.