Basically, there are two ways to do this.
One thread or doubled thread. I learned doubled, and that's how I do everything now. Many people also sew using a single thread so I'll teach both ways!
You'll want to trim the end of the thread that will be put through the eye with very sharp scissors. This will give it a clean edge and help you ease it through the eye of the needle.
If you have problems with this, you can buy a needle threader. They can be quite useful for those with bad eyes or shaky hands. :)
Now you'll decide whether to do double or single threaded.
Single threaded: pull the thread through the eye so that the needle is a few inches from the end. You can then cut the length of thread that you like. You will knot the longer single thread however you like and begin sewing.
Make sure you're holding the shorter bit of thread close to the needle while sewing - otherwise, it will slip through the eye and you'll have to keep rethreading it!
Double threaded: pull the thread through the eye and double it up. The end that's threaded through the eye will meet up with the thread from the spool. This way you'll have two tail ends. You'll knot these together and then sew with the doubled up thread.
I find this way easier, but it's really up to you!
If you're confused about how to knot the thread, see below:
I find it is easiest to wind the end of the thread around one of my fingers so that it forms a loop. You can then slip that loop off your finger and pull the end through. I usually do this twice so I know the knot will stay!
The last pictures will show this process. :D