The pictures are small so this won't be a mile long, but you can enlarge them if you need to.
1. Cut a strand of embroidery floss that is as long as you think you can handle. It will go fast. Then thread the whole strand of embroidery floss through your needle. Tie a knot at the end.
Pull the needle and thread through. On the back you will see the thread knot.
3. Now poke your needle down in from the front in the same spot as your thread knot.
When the loop is almost tight, slip your needle through it so that when you pull it tight, your thread end is still coming from the fabric edge.
4. Now move about a centimeter away from your first stitch and make another stitch, still working from the front.
Just before you pull the fabric tight, stick your needle through the thread loop from the back to keep the thread end running along the fabric edge.
6. To tie off, just make a little knot on the back of the stitching and slip the end under a stitch or two.
7. To start again in the same place (because you needed more thread), prepare your thread as in step one and poke your needle through the back at the bottom of your last stitch.
Run your needle under the last horizontal thread segment so the thread will come from the fabric edge again.
8. Continue blanket stitching around until all edges are finished, or at least all of the edges that will show.