On some sewing machines, unless you hold the bobbin and top thread as you start stitched, feeding patchwork under the presser foot can be difficult. Sometimes the bobbin thread tangles into a bird's nest on the underside, or the needle mysteriously unthreads.
Sewing through a small scrap of fabric first will anchor your threads. Cut it off after the seam has been partially sewn and sew into it again at the end of the seam in preparation for the next seam. You won't ever have to chase down your threads again.
I've always called this little scrap a "parker" because that's where I park my needle, but it has lots of names.
What do you call it? Email me at AmiSimms@aol.com
and I'll add it to the list.