Review this article for an Overview of Bobbins.
It is recommended to purchase pre-wound bobbins, though some people prefer to wind their own bobbins.
Use Bobbins with Plastic Core and Sides, which can be seen here: https://www.madeirausa.com/plastic-sided/
Once that bobbin is used up, save the plastic core and it can be reused when winding your own bobbins.
If you prefer to use an Aluminum Bobbin, make sure you have a bobbin case with a backlash spring in order to keep from free spinning within the case.