Stranded thread is the most common thread used for embroidery and comes in different variants. In the first photo from the top, there's a variegated thread, satin floss, light effects (metallic effect) and regular cotton thread.
The stranded thread splits into six individual strands, and you can stitch with anything from one to six to give a different effect.
Before you thread your needle, separate each strand individually before putting them back together to prevent them getting twisted and knotted.
Winding your threads onto the card bobbins provided with each kit should avoid them getting tangled. Writing the thread number on the card keeps your threads organised for future projects.
Split stitch is a linear stitch, that is worked in a line. It's best worked in stranded thread, using an even number of strands.
Bring your needle up from the back of the fabric at the start of your line and then put your needle back in to create the first stitch. Before you pull it tight, bring your needle back out halfway along the stitch you've just made, and split the thread of that stitch, with an equal number of strands sitting either side of the needle. Now pull the stitch tight. Make your next stitch, putting your needle back into the fabric working in the same direction as your first stitch, dont' pull the thread tight. Your stitches should be the same size. Bring your needle back out, again halfway along the stitch you've just made, which should be in the same place as where your first stitch ended. Split the thread of your second stitch and pull tight. Continue to work your way along the line, repeating the steps to create a textured line.
Stem stitch is a linear stitch. Bring your needle up from the reverse of the fabric and make a small stitch along the line of the pattern. You need to bring your needle back up halfway along the stitch you've already made - which is easier if you don't pull the thread from your first stitch all the way through, so you can see the half-way point. Repeat this, creating your next stitch the same length as the first one. The second time you bring your needle back up this will be at the same point your first stitch ended.
Keep repeating this, each stitch will overlap your previous stitch by half a stitch.
Slip stitch can be used to appliqué one fabric to another, or to join two pieces of fabric together.
For appliqué, bring your needle up through both the base fabric and the shape you're stitching on, just a little way from the edge of the shape. Put your needle back in through the base layer of fabric only to create a short stitch over the edge of the shape. Work your way around the shape, coming up through both layers and going into the base layer only. Adjust your stitch size as you go round a corner to keep stitching neat.
To join two pieces of fabric together, pin them so you have one on top of the other, edges matching. Knot your thread and bring your needle up through the top layer only. Then for each subsequent stitch, bring your needle up from the bottom every time to create a loop of thread around the outside of the shape. For your final stitch, bring your needle up through the bottom layer only, and create a small stitch which doesn't show on the outside to loop your thread through twice in order to fasten your thread off.
To create your star, bring your needle up from the reverse of the fabric at A, leaving a short tail of a couple of centimetres (1 inch) at the back of the fabric, and create a vertical stitch by putting it back through to the back of the fabric at B. Bring your needle out at C, ensuring that the stitch you’ve created on the reverse of your fabric traps the tail from your first stitch to secure your thread. Put your needle back in at D, and so on, working your way round, coming out at E (trapping your thread on the reverse one more time for good measure) and in at F. Finish your star by coming out at G and in at H. Make your final stitch by bringing your needle out as close to the centre of the star as you can between G and A, and then make a small stitch to tie down your threads, putting your needle back in between B and H. Fasten off your thread by threading it under a couple of stitches, then put your needle back through the new loop that creates twice from the same direction. Pull tight to secure.