Welcome to the club! Hand quilting can be very relaxing. I think one of the most important elements to hand quilting is finding a thimble that FITS and is comfortable for you. I personally prefer Thimblelady thimbles. They are designed so that you push with the pad of your finger vs the top of your finger. Far more comfortable for me. They also have very deep dimples which hold the needle better. I also use 'betweens' and my favorites are Roxanne needles. I'll use various sizes...just depends on what I have handy. The larger the number, the smaller the needle (and respectively, it's eye). I will generally use just about any hand quilting thread brand if it is the color I need/want for a given project.
I usually quilt in a hoop and keep the quilt fairly loose in the hoop. If you check out the quilting videos on the Thimblelady site, you will see she uses a fairly long needle and loads lots of stitches onto the needle. I have used her needles as well but prefer the shorter betweens. But she also keeps her sandwich very loose in the hoop. You'll hear/read much about the 'rocking' motion of the needle. I prefer to 'rock' the fabric more so than the needle. It works for me.
Many folks also recommend having a scrap sandwich around to get your motion going before moving onto your actual quilt. It does take a few minutes usually to get your rhythm going after stopping. I don't bother with the scrap piece but can see where it could have it's advantages.
It's a process, and one to be enjoyed. You'll likely not win any speed contests with hand quilting but I find it very relaxing. I generally enjoy hand work. I machine piece when DH is out and about and hand quilting gives me the opportunity to still sew/quilt while he's around, generally in the evening while watching TV. For me, great combination of activities.