I like to pull my bobbin thread up to the top of the quilt before starting. I pull enough of both upper and lower thread so that I can slip the threads into a quick thread "cheater" needle and burry them when I've finished. I have had advise to just take a few stitches in one place before starting and then snip the tails, but I'm becoming more and more of the opinion that those little "blobs" of thread are messy looking.