It almost always happens in every class - a student will ask how to begin and end a thread. The answer is that it depends.
My most commonly used method is what I call an away waste knot. This is where I place a knot in the end of my thread and take the thread to the back of the canvas with the knot resting on the top. Now I call it an away waste knot because I want it placed 'away' from the stitching area. I also want it far enough 'away' that when I am finished stitching I can cut the knot and the thread will be long enough to thread in a needle and work through my other threads on the back thus securing the beginning end of the thread.
I have another technique that I call the inline waste knot. Again I place a knot in the end of my thread and take the thread to the back of the canvas with the knot resting on the top. In this instance, however, I know that I am going to have a line of stitching (say a horizontal line of several stitches). So I place the knot at the opposite end of where I will begin stitching about a couple of inches or so away. Now when I stitch, the back of my thread will be wrapping around and securing the beginning thread that is lying in the path of my stitching - or inline with my stitching. When I get to the knot I simply clip it off and continue on my way. The advantage of beginning this way is that the stitches do not need to be disturbed in order to work the thread end on the back by weaving in and out to secure the beginning end.
This is a favorite for many because you can do all the work on top of the canvas and never need to turn your canvas over. I must confess here that this is not my favorite way to begin and end a thread. I only use it out of necessity such as isolated stitches where threads cannot be carried across the back of my canvas. I just don't trust it. Having said that I have had occasion where I needed to take it out and it was not an easy task so that should make me feel more comfortable about the security of my thread. I said 'should.'
Another method I am aware of requires the used of at least 2 strands of thread. Well, actually one strand but you double it thus making it 2 strands for stitching. With this method you thread the needle with both cut ends of the thread thus creating a loop at the bottom. To use, bring the needle from the bottom of the canvas to the top and leave the loop hanging loose on the back.
Take a tiny stitch to the back of the canvas, threading it through the center of the loop, and then pull snug. You have anchored your thread and are ready for your regular stitching. Some people do this with their first stitch and do not do a tiny beginning stitch.
I almost always end my threads by running through stitches on the back of my canvas to secure. If I have a nasty thread (for instance slicky that does not want to behave), I use a bargello tuck.
While diagram shows going under 2 threads I general would go under many more and then return.
These are all the ways I can think of now. As more come to me I'll try to remember to share them with you later.
In the meanwhile, stitch with a smile and have a great day!