Thimbles: I can't find any that work as well for me as the pick your finger method. So I have holes in my fingers (two of them usually), then I quit quilting until they are healed up.
The 15 stitches per inch are quit tiny. That is 15 either on top or bottom depending on which side you want to count them on. I usually go top (side I am quilting on). I use a med. size needle, and you are right that too short and it gets lost if you are not aware of how to handle it well.
I do not knot either start or finish of the length of thread. I back tack. Run the thread to a half inch from the end then stitch 2 then go back and stitch right over those then start again. That is how I end the thread at the end when I have about 5 inches left on the needle.
I also use med. to thin batting. If you have thick batting you will have less stitches per inch.