The first step involves cutting your fabric according to the pattern size. Patterns may be purchased from craft stores. You can also  
download them from the Internet free of charge. Still, you can design  
your own patterns with the help of EasyCross and PCStitch software.  
Subsequently, make a mark at the center. 
  Cut your thread 18 inches from the center. Because each embroidery  
thread contains six strands in each skein, it is important that you  
separate the strands. However, ensure that you follow the instructions  
on the pattern. At this point you should thread the needle. Make sure  
the ends are of equal length. 
  The top left hand-side of the stitch is where you should begin.  
Subsequently, the needles should be brought all the way through from  
the underside. 
  Bring down the thread to the right corner on the lower side, then up  
via the right corner on the upper side and down again through the  
lower corner on the left hand side. You will have formed an ?X?. While  
making the first stitch ensure that you do not pull the thread  
completely. Unless you want the end to pull to the front, always leave  
enough thread at the back to anchor the stitches. 
  When you start the next stitch ensure it uses similar holes as the first. Repeat the procedure ensuring that the stitches overlap the  
anchor thread which is on the fabric?s back. 

courtsey of crossstitch.about.com