I see this mentioned in from time to time in sewing books, but I don't think it's given the importance it deserves:
How you wind your bobbins will affect your stitch quality, and not in a small way.
When you've been sewing for a while, you will start to refine your skills. One skill you will probably work on is your stitch quality, or what I like to call "the quest for perfect stitches."
You may find yourself with a magnifying glass examining your top and bottom stitches, looking for flaws or inconsistencies. Perfect stitches define your skill as a sewist to others. Style and taste will vary, but stitch quality is universal across all fabrics, threads, and sewing projects; you can't fake it. Show your project even to a novice with limited sewing skill and the first thing they'll do is scope out your stitches.
Perfect stitches are achieved by manipulating the delicate balance of tension between the top and lower thread. Any number of seemingly insignificant changes can disrupt this balance. If you've chosen the right needle for your thread and wound a proper bobbin, you need to set the bobbin tension for your lower thread weight and than adjust your upper tension to find the perfect balance. Sewing through different layers of fabric will require tension adjustments, as will changing the stitch length.
Remember, these techniques will help you to perfect your stitches; this may not be your top priority.
If your machine uses a bobbin case rather than a drop in bobbin, then the tension spring can affect how the thread feeds. If when you pull your thread straight out from the case it feels jerky, that can degrade your stitch quality. You might try switching to a different bobbin case or a smoother thread with less fuzz, as it's the fuzz that's catching on the metal edge of the spring that's the cause.
The proper winding of a bobbin requires patience and skill. The instructions are simple: wind your bobbins slow and even. This takes more time and attention but the results are well worth it. I often challenge myself to see how slow I can go while maintaining even speed. It's harder than you'd think!
To understand why slow is good, we need to consider why fast is bad. Winding a bobbin fast is fun; people are always talking about how fast their machine can wind a bobbin. There's something about putting an empty bobbin on the winder, mashing the pedal to the metal and watching the thread fly onto the bobbin in 5.4 seconds! I'm sure it's the same part of our brain that enjoys knowing 0 to 60 mph of vehicles. The reason why this is bad is because high speed stretches the thread. The polyester thread most of use sew with has stretch capacity, which makes stitches stronger and resistant to breaking. When the bobbin is filled at full speed it puts tension on the thread, stretching it as it winds. This stretching is not permanent however: the thread shrinks back when you unwind it.
This recoiling to the original length takes place as you sew, pulling the bottom thread tension tighter. What's more, the speed you wind determines the stretch, so if you press the foot pedal up and down, changing speed as you wind, you will end up with areas of more stretch and less stretch on the same bobbin. This causes tension issues that cannot easily be compensated for -- a nightmare.
The way to be sure that you're not creating inconsistent bobbin tension is by winding the bobbin very slowly. The first time you do this it will seem to take forever (maybe all of a minute!), but the satisfaction of perfect stitches is well worth it. You will notice that by winding bobbins slowly you cannot pack as much thread on the same bobbin, so you may have to wind more bobbins as you work on your project. If you touch the thread on the bobbin, it should feel slightly squishy. This squishiness is the sign of a properly wound bobbin.
A perfectly wound bobbin is just step toward achieving perfect stitches. Take time to enjoy the process, knowing that while other sewing skills might be more challenging, you are mastering a fundamental skill many advanced sewists lack.