I don't have any problem re-threading my brother 1034. There is a short cut way that makes it a snap.
You cut the thread at the cone and remove it , replace the thread cone with your color choice and tie a overhand knot to each cone of the new thread, separate the looped thread at the needle, then carefully pull each thread through by itself until it reaches the end where the sewing occurs. The thread knot (or threads, depending on your serge configuration being sewn) that reaches the needle must be then cut off to rethread your needle. Easy as pie.
I know some people use a French seam or a lapped seam, but that is another step that I usually don't like to have to do. Although for jeans or canvas it really is a better finish for durability/washing sake.
Like someone mentioned, taking a serger class is really beneficial. There are also books that help you learn on your own. Also make sure you buy extra needles when you buy the machine. Finding them is not always easy.