did the machine come with an owners manual? if so you need to read it...it will answer all those questions concering set up, tension, maintenance ect...and if you know where it came from i would contact the shop...most dealers offer owners classes which will teach you everything you need to know to use your machine.
if you do not have a manual go to the website and purchase one...it is a valuable item to have handy. my machine is over 6 years old and the manual is still right where i can grab it if needed. if you can not go to the dealer for classes contact a local shop and ask if they know of any dealers of that machine within driving. also ask about quilting classes in your area. there are tons of videos to check out but i think an actual in shop class is invaluable to a successful outcome