A couple of additional tips: when you start your FMQ practice piece, raise your bobbin thread up to the top and hold on gently to both the top and bobbin threads (pulled out to about 8-10 inches beyond your needle) as you begin to sew.
And I strongly second the motion to practice many, many times on sandwiched squares or rectangles (I use 15- by 20-inch ones, roughly) before starting on an entire quilt, and again each time I start working on an actual project. This lets you know that your machine is actually doing the stitch Ok and is a great warm-up.
Dana