I never heard of the thread back through the eye of the needle either, thanks!
I am currently hand quilting a king size Hawaiian quilt, and here's some things I have figured out about hand quilting: (Disclaimer - I have never won an award for my quilting, but my family seems happy with them).
After spending money on several types of thimbles and trying each one for several days, I have finally found the perfect way to protect my fingertips. I bought a pair of playtex kitchen rubber gloves for about $2, and cut the thumb, first and second fingers out of the glove. I just put those three pieces on my right hand, and I have no more problems with poking holes in my fingertips, losing a thimble, or pulling the needle through the fabric. The rubber grips the needle so well that I can pull it right through without using a little 'official' puller. I tried using the whole rubber glove, but it was hot and made my hand go to sleep. The three cut out fingers work great and are comfortable and reusable! (Editted to add: I bought gloves that were a size smaller than I would usually wear so that the fingers would be nice and tight.)
The other thing I finally figured out is that a longer needle makes it far easier to 'rock' the needle to get small, even stitches. I just can't figure out how (or why) good quilters use the 'betweens'. I tried and tried to use the 'right' needles, but I just wasn't skilled enough to make them work. The longer needles make it so much easier for me, and I really can't see how the length of the needle makes a difference in the stitches.
I hope my little discoveries will help make your quilting experience more pleasant. Quilts tend to get done faster if we enjoy the process!