Mary, Yes you tie a knot using the tail from the beginning and the tail in the needle. Thread each end up one at a time and stitch it back where it came from for about an inch. Here is a photo of the thread tails pinned back away. All this is just to make sure the thread is secure. I have added photos – the first shows the knot, the second shows the 1″ of running stitch with one tail and the third shows the tails pinned out of the way. You will be embroidering over the stitches and the tails to the edge of the pattern. They will be cut off after the embroidery is done.