I have finished the quilt top and have it pinned to the backing and batting and I am ready to start quilting. Question: What do you do with the thread knots?
ANSWER
First, raise your presser foot to the highest position. Next, grab the bobbin thread and pull it up through the top layer of your quilt. Now, take the two threads (top thread and bobbin thread) and tie them together to form a knot.
Guide the two thread tails through the eye of a regular sewing needle. Insert the needle next to the last stitch you sewed with your machine. Finally, bury the needle between the top two layers. Pull the needle up to the top side again. Clip thread close to surface.
I know it's hard to visualize this, so here's a video that demonstrates this process.