Take all the classes that your machine dealer offers. Before investing in a thread set, try several brands. Individual machines may be fussy, so try several and see which ones you and your machine like. Choosing the correct stabilizer can almost be an art, it's not a one type fits all. I would read the "Stablizers, Embroidery Backings" articles on this page:
http://www.allstitch.net/department/...info-10242.cfm
After that, it's just a matter of practice. Cut a stack of squares and play a bit. You can then sash them & make a quilt.
I get my stablizers and pre wound bobbins from allstitch. Usually, a white or black bobbin will be fine. If there's a project where you will often see both sides of a design, I wind bobbins to match.