I don't have that same Brother but did sew on a Brother CS6000 for some time. It would do that same birdsnest nastiness from time to time. I have no idea what would cause it but cleaning and rethreading usually solved the issue.
A few things that really helped me get started with FMQ'ing was;
1) Set my machine at a max speed I was comfortable with. I didn't have to worry about keeping it at a constant speed with the pedal only partially pushed down. With my Brother there were only three speed options so I had to learn to like the middle speed but my Bernina has a very wide range of speeds so it's much easier to work with.
2) Practice on fabric sandwiches. Yes paper and pencil is cheaper but it isn't the same movement you use with quilting. With quilting the fabric is your paper and the needle your pencil. I guess if you had a way of having your pencil stay stationary and you moved the paper that would better mimick quilting but the best practice is going to be actual quilting.
3) The gloves do help. I didn't use them at first because I thought I would be aggravated by not being able to "feel" the fabric but that wasn't as big of an issue as I thought it would be. It does take a little getting used to but you'll get used to it quickly and like I said, they really do help.
4) Map out your path of quilting before you start. For example, I just finished a pinwheel quilt. I started in the center and did one square at a time. I did the 4 center squares and then from there started going around them, moving out a row each time I finished a row. (Does that make sense? I hope so.) That way no areas got left or forgotten.
5) I know not everyone does but I start in the center. I'm not the best at basting yet and can't guarentee that my backing is pulled as much as it should be. By starting in the center and working out I push out any wrinkles or folds I might have in the backing.
Okay, lots of rambling, I hope something I said will help! :) Good luck!