If you are showing the quilt, you'll want to bury your threads, so stop, pull a long piece of thread, pull up the bobbin thread and cut, leaving about 3", then when you start the new pattern, pull the bobbin thread to the top, leave a tail about 3" long and start your pattern. When you're done, go to all those threads, tie them and use a needle to bury them into the quilt.
If you're not showing the quilt, just backstitch a couple of stitches, then lift the pressor foot to the next area, backstitch a couple of stitches and continue. When you're done, go back with scissors and snip away all the 'jump' stitches.
It's all in what you want to do with the quilt.
It's your quilt, so your rules apply! :)