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EMBROIDERY FLOSS:
You may be calling it by the name βEmbroidery floss. β Which is the most frequently used for most embroidery work, including cross-stitch. It has six strands of thread throughout the skein(a length of thread or yarn, loosely coiled and knotted).
So to start it you just push your needle. Through. And then you push it back through very close to the other stitch. Pull it almost all the way up.