Cursive letters lend themselves to continuous line quilting.
Some letters will make you stop and think. This is how I dot my i's and j's.
Crossing your t's or x's require retracing your stitching a short way.
Between words I just extend the line along the bottom. Most letters will end at the bottom so this works well. However, o's, w's and v's end at the top. If you have a word that ends in one of these letters you may want to retrace back to where the letter meets the bottom and extend your line from there.
From experience I'll tell you that n's can look like m's, and m's can look like a mess. I recommend making the first hump very skinny to make sure it's clear what letter you're drawing. Also, v's can look like u's unless you keep them very pointy.
You don't need to write in cursive. How about big block letters connected at the bottom? With block letters you will have to address letters with cutouts. I handle these with a simple little jog to get to the middle of the letter, and trace back along the same jog to get back out.
Here is a technique that is great for practicing any free motion quilting design, but I think it's particularly helpful when you're learning to write on your quilt. Put a thick piece of paper such as cardstock down on the machine bed. Tape a pen securely to the side of your machine. It should be a pen where the ink flows freely without pressure, such as this fiber tip pen. Then just move the paper to get a feel for free motion stitching! No wasted fabric and no worrying about tension or stitch length. Just focusing on the design. I also removed the foot when doing this, for visibility.
Sketching continuous line words will help you get the feel for dotting and crossing your letters, and for connecting them with a line between. It's definitely worth a page or two in your quilting notebook!
See more Free Motion Quilting designs and tips on the Free Motion Quilting page.
