I've seen this in several threads but have no idea what you are talking about. I'm sure it's a very basic concept (one of many I probably don't know). As always, you guys do such a wonderful job of explaining things.
It is about burying thread ends and knots when quilting. Hand quilting is done with a single strand of thread, and there are ways of making a knot and "popping" it into the batting so it is hidden.
Machine quilting sometimes involves starting and stopping somewhere in the middle of the quilt (instead of at an edge where thread ends are hidden in the binding). When this is necessary for the quilting design, some quilters like to knot the threads and bury them inside the batting, similar to the hand quilting method.
It's really more about burying knots than burying threads, but then the knots are made of thread!
when hand stitching with a cotton thread you will be able to see the thread lay on top of your piece. When using silk or bottom line the thread will "disappear" into the fabric - or bury itself in the fabric so you can't see it.
Some people start and stop their machine quilting by stitching in place or several tiny stitches. I prefer to bring the bobbin and the top thread to the top and when I am done quilting the design. I knot the 2 thread ends together, use a self threading needle to go down right where the knot is into the sandwich, run the needle along under the surface of the quilt for about an inch, come up with the needle again and snip off the extra thread. This makes an invisible end to the machine quilting.
I longarm quilt and I bury my threads.
Check Leah Day's website - very possible she demonstrates that. I know she does on her Craftsy class.