Originally Posted by Prism99

You have 3 choices: start/stop at the edge where it will be hidden by the binding, machine stitch-in-place (or make 3 tiny stitches) to secure, or hand-bury your stops and starts. Leah Day shows how to make the hand-burying step easier:
http://www.daystyledesigns.com/cheaterneedles.htm

Oh, and no matter which method you choose, you always want to bring the bobbin thread to the top at the beginning and secure it along with your top thread. This will prevent knots and thread nests underneath.