You've gotten great advice here already. My only other suggestion is that I prefer Thread Heaven instead of beeswax as a thread conditioner. I also agree that 'good' needles to make things easier and less frustrating. My personal favorite is Roxanne and can be gotton from Colonialneedle.com very reasonably if your LQS doesn't carry them. And the thimble...oh, the thimble. After many trials and tribulations I am very pleased with my Thimblelady thimble. It is cone shaped and open ended. This requires that you push with the pad of your finger instead of the top and I find this far less painful/stressful on the pushing finger. I use my thimble on my middle finger and a rubber tip - the kind you find in the office supply stores for paper/money counting - on my index finger and a needle puller. I have a small pair of plain old fiskars scissors for thread snipping. For me, thread depends on the color I want and what's available. I've used the Americana brand from JoAnns for $1.00; Coats & Clark; Gutterman. Don't have a particular preference. Just make sure it's specified for hand quilting. I pin or thread baste the sandwhich about a hand-width apart in each direction. Most times I use a cheap 14-16" wood hoop and sometimes nothing. But the hoop lets me easily find where I was last working when I pick it back up again!
Good luck. It's quite enjoyable and relaxing. With machine piecing and hand quilting I get the best of both worlds for my sanity.