you can thread the needle two ways. One is to simply knot one end of the thread and keep it all from coming undone as you sew. With the needle between you thumb and index finger wrap the rest of your hand around the doouble thread as you pull.
Second is to tie the two ends of the tthread into the same knot. That gives you a double thread stitch and it absolutely prevents the thread from coming out of the needle as you pull.
One way or the other... to tie the knot... make a loop in the end of the thread as though you were going to tie an overhand knot. Keep the end of the thread close to the loop. Wet your fingers and roll the end of the thread and the intersection of the loop between your fingers to tangle them up real good. Then run your fingers down the thread to tighten up the knot at the end. This should give you a wad of thread at the end big enuf that it won't pull through the fabric.