Welcome to the QB from SE Michigan! There are a zillion helpful people here to get you started. Hopefully you will try your hand at quilting soon. It is the easiest way to learn the way around your sewing machine and make something beautiful as you go. As far as you bobbin goes most machine have a "lock in" feature for winding and then the placement of your bobbin inside the machine. Look at your manual for instructions as each model machine can be different. You should here a "click" sound when the bobbin is in place in the machine and when winding the bobbin there is usually a "stem" that you place the bobbin on. That stem has a wire type of item that stands out on one side. Your bobbin has a small square hole that matches up to that stem. That make the thread spin and fill the bobbin without the bobbin going nuts.
Again welcome to the QB. Jump right in and join the fun. There are all levels of sewers here from beginners to advanced. We have a lot of fun and you should get answers to most of your questions.