A single thread is traditional. The logic was that two threads rubbing together over time would wear each other out and break.
You make a small knot in one end of the thread and "pop" it through to be buried in the batting with your first stitch. It can help to rub a fingernail over the knot and fabric to help it pop through the fabric.
Cut only about 18" of thread at a time so it will be less likely to tangle. Some quilters run their thread over a piece of wax first as this help strengthen the thread and prevent it from tangling. You can also purchase hand quilting thread that has a wax-like stiffener in it to prevent tangling. However, a lot of quilters (perhaps most) just use plain thread to quilt.