I have an Avante w/o the pro stitcher. I would start with the Handi quilter website:
http://www.handiquilter.com/
If you didn't get the manual, you can down load it from there. There are tons of training videos and lots of tips. It will tell you the type of needles to purchase. I got some bargain bobbins from ebay. They fit, but the handi quilter bobbins are better, so I would suggest buying from them. See if you can locate a dealer in your area, or purchase online. Also your dealer may also offer classes. Go to youtube and search Handiquilter for other videos. As far as thread, I would purchase a couple different kinds and see what your machine and you like best. Mine is not fussy at all. Here's how I set my tension:
https://www.youtube.com/watch?v=Q1mRhcquZTM
Have fun!!!