Make sure you pull up your bobbin thread when you start. You can do a couple back stitches, do a couple of really teeny tiny stitches, if your machine has a 'fix' or 'knot' feature you can use that, but some folks don't like the way the knot looks on the back. You can also hand knot the threads, thread them on a hand needle, then bury them in the quilt layers like you would for hand quilting.
I would make a test sandwich with some scraps and try several methods to see which one you prefer.