Every quilter has their own preference - there is no right or wrong, so long as your stitches go all the way through the sandwich and are relatively even.
I use one thimble, on my middle finger of the top hand. Some quilters use a thimble on their index finger instead.
Some thimbles have a ridge on the top to hold the needle. I use the pad of my finger, so I bought a Roxanne thimble which as nice, deep dimples to hold the needle.
Janet