Here's a beginning tutorial:
http://www.generations-quilt-pattern...echniques.html
I don't usually tie off my thread ends the way that she does - I start by bringing the bobbin thread up and then I hold onto both threads while I sew about five stitches very close together, then I take off in the direction I want to go. When I'm done, I pile some more stitches almost on top of each other, pull up the bobbin thread and cut both threads right next to the quilt top, so that the ends pull into the quilt.
Saves a lot of time and it's plenty secure. Later on, when you're going for "perfect," you might want to tie the thread ends and bury them in the quilt as you would do with hand quilting. :)