That sounds about right, I was probably moving way to fast. Tomorrow I will slow down and see if I can match my speed to the speed of the machine better. I have the slide bar set at the slowest speed because the manual said that was optimal for FMQ. I neglected to clarify, the Mega Quilter isn't a longarm, it's considered a semi-industrial sewing machine that was made to go on a frame. That seems to be the best description I've found.
I will definitely pay attention to the thread and tomorrow starts my first full day of practice! I'm hoping to get the stitches worked out so I can actually just do some quilting. Thanks for your input ckcowl!