Examples of a loop stitch. First stitch, then pulled into the cloth.

The same stitch with a tying loop, and pulled tight. Make a tying loop every few inches, which keeps the other loops tight. When you come to the end of your thread on the needle, make several tying loops before cutting the excess off. When you start another length of thread, tie it twice, then sew normally.

Another method of sewing, including the tying loop.