This has come up on a few occasions and I thought it would be nice to have some pictures as well as an explanation.
Begin by cutting a length of thread that you are comfortable working with and your needle
Fold the thread in half and thread the 2 ends through the eye of the needle
Starting from the back with your first square. Poke needle through the fabric.
On the back side you will have the loop.
Make the first leg of your cross and poke the needle through the fabric to the back side.
Run the needle through the middle of the loop.
Pull the thread tight and you have made the Loop Start.
I hope this may help someone.