First, you set the bobbin tension so that it's right for the thread that you want to use in the bobbin, then you use the right size needle for the thread and balance the upper tension with the bobbin thread tension.
If the bobbin tension is set correctly, you will be able to put the bobbin in and thread it and pick it up by the thread. If you can't do this without the thread unwinding freely, set the tension screw on the bobbin case a quarter-turn tighter at a time until you can pick up the bobbin case by the thread.
Now, a little jerk on the thread (like you're swinging a tiny yo-yo) should make the bobbin case slide down the thread a little ways and stop. If it doesn't slide at all, loosen the tension screw a few degrees at a time until it does.
Now, replace the bobbin and set the upper tension so that when you sew a sample similar to what you want to do the free-motion quilting one, the threads are balanced top and underside, with the twist occurring inside the quilt sandwich.
If there are big loops on the underside of the fabric, the upper tension is too loose. If the needle thread lies in a flat line with loops of the bobbin thread hooked over it, the upper tension is too tight.
If your needle thread is breaking occasionally, it could be just the way that you were handling the fabric for a few seconds.
But, if the needle thread breaks often, the eye of the needle is probably too small for the thread - change to a large-eye needle in the same size, or go up one size at a time until you find the one that works with your upper thread.
One of the beautiful things about the 15 is that it is very adaptable - it will sew just about anything. I've used a super-fine bobbin thread with size 30 or 40 embroidery threads - beautiful stitches! :) You don't have to match the threads, you just have to set the bobbin tension correctly for the thread you want to use, use the right size needle for the upper thread, and balance the upper tension with the lower.
The feed dogs are dropped, so the stitch settings don't mean anything.
This will all be second nature to you in about a day or two. Good luck and have fun! :)