The very first thing you need to do is decide on your embroidery pattern. Design your bag around your design. If your bag will have pockets, then you have to embroider the outside fabric by itself with the appropriate stabilizer. After that quilt the fabric. Make your liner with the pockets and assemble. I seldom select a design that has less than 35-40,000 stitches unless it is on a baby bib. You can see how this couldn't possible be used to quilt with.
Candace gave you very good advice above. It's mostly a matter of common sense.