What happens occasionally is that the loose end of the bobbin thread will make a nest as the sewing machine is stitching. I often use a scrap of small fabric as a beginning and ending of sewing when piecing. Mostly, they are refereed to as enders. With quilting, I will start off the quilt so if one should appear, it will be gone when I trim the quilt. But I am very careful when I start quilting in the middle of the quilt because if you are not careful, that is when the nest will occur.
PS Welcome to the board!