First of all, are the threads on the top or bottom? Well wherever they are, you would thread a sewing needle with these threads and bring the thread back into the backing or the top, depending on where the threads are, almost in the same spot where the threads are. Since you did not secure your threads when you first started, try to make sure you go into the batting as well.
I would suggest from now when you do SITD, back stitch at the beginning and end this way you won't have to bury your threads, you can just snip them. Also, when you start quilting you should be bringing your bobbin thread up to the top, if you haven't been doing that.