Also, before you start a line of sewing, are you bringing the bottom thread to the top of the quilt? When I was brand new, I was not aware of this practice and it was a problem!
To bring the bottom (bobbin) thread to the top, take the first stitch (I just turn my wheel) down into the quilt and back up and pull the loop of bottom thread up, hold the tails of both threads for your first few stitches.