Step 3: Tying a good knot.a.

Picture of Tying a good knot.a.
b knot.jpg
c knot.jpg
d knot.jpg
I tie knots this way but you can use your favourite way.
Some people don't tie a knot at all, they just do a few teeny stitches on top of each other to hold the thread at the beginning of their sewing.
I like a knot though as it feels safer, especially if I'm going to stuff the thing and then play with it!

Key to diagrams:
1 = Index finger
2 = Middle finger
T = Thumb.

a. Wrap the thread a few times around your middle finger, keep hold of the other end in your other hand.

b. Rub your middle finger and your thumb together to tangle up the threads you wrapped around.

c. Work the tangle towards the end of your middle finger, bring in your index finger and run it down the thread towards the tangle ready to catch the tangle between your index finger and thumb. 

d. Pull the thread gently with your other hand and slide the tangle off your middle finger. Use your index finger to pull the tangle to the end of the thread, hopefully making a knot!

When you are a beginner, this doesn't always work every time and it does take practice. It's worth it though as when you get good at it, you can tie big knots really fast. :D
Nice pictures for knot tying!