what soccertxi said. But please be aware that it isn't just your thread that is producing lint, you fabric is as well. You will really notice it if you do anything with flannel. And just like thread, some fabric produces more lint than others.
Just get in the habit of cleaning out the bobbin race area and feed dogs frequently. I do it with every 3 bobbins but more if I am working with flannel. I usually run Superior Bottom Line in my bobbin which is polyester but I run Aurifil cotton in the top. I have an older Bernina 153 Quilters Edition.