A quilt is always quilted as the quilter wishes, but I do quilt my borders. Usually something simple and fast but again, it is all up to you. With a three inch boarder it may not be necessary but if the quilting would make the piece look "finished" then, do so. Congrats on your first quilt! Do let us see a photo when you are finished. We all were new quilters and love to see others join us on the path to quiltdom.