Ahh, the loop method, my favorite way of starting a new thread. It’s simple and I’m gonna show you how to do it. This tutorial is going to assume you’re needing to work with two strands.
First, you’re going to take double the length of ONE strand you need. Next, take the strand, fold it in half, and thread your needle with the side where the two strands meet together.

Now, start your square like normal, but leave a tail (it should look like a loop, hence the name) on the back side of your project. When you return your needle to the back during the next stitch, be sure to run the needle under the loop, catching and securing the thread. And that’s it! You’ve used the loop method!