The most common way to secure the beginning tail of the thread is to hold it under the first four or five stitches.
Or, you can use a waste knot. Thread the needle, and knot the end of the thread. Insert the needle from the right side of the fabric, about 4 inches away from the first stitch. Bring the needle up through the fabric, and work the first series of stitches. When you're finished, clip the knot on the right side. Pull the excess floss or thread to the wrong side of the fabric, and secure as in "How to Secure Thread at the End."
When you work with two, four, or six plies of floss, use a loop knot. Cut half as many plies of thread but make each one twice as long. Recombine the plies, fold the strand in half, and thread all of the ends into the needle. Use your fingers to hold the loop at the back of the fabric. Work the first diagonal part of the first stitch, then, on the back, slip the needle through the loop formed by folding the thread.