I like to keep a soft bristle paint brush near my sewing machine to sweep it up after my sewing projects. That way my area is clean and all the loose threads are picked up and gone.
I also like to use a small sewing machine brush to clean out under my bobbin or behind my bobbin case. There are always loose threads in there or lint from your thread or fabric. If you have a new machine it keeps it your sensors working. If you have an older machine or newer machine it just helps it work better.
Hope this helped you a little bit and happy sewing,