You've gotten excellent advice already. You're probably finding it easier with no hoop because it was probably hooped too tight previously. It's perfectly ok to quilt with no hoop, however. Whatever works for you. Thimbles are tricky buggers. It takes some patience to a) get used to them if you've not used them extensively before and b) find the right fit/type that works for you. I personally prefer the Thimblelady's thimble. It's open ended and you push with the pad of your finger vs. the top of your finger. Has deep dimples to hold the needle more securely. Size matters for thimbles. For needles, I prefer Roxanne needles. I use #11 or #12 but would probably start with a #10. Other quilters will have differing opinions on both thimbles and needles. It's what works for you.
Don't fret over the 'rocking'. It will come with time. You can even do stab-stitching. The goal is even stitches, regardless of how you get there. It might be helpful, at least initially, to have a small practice piece to start off with for a few minutes, just to get your rhythm going. Then jump over to your actual quilt.