in cross-stitch and needlepoint you leave yourself a good size tail, then as you start making your stitches you weave the tail in. when it comes time to stop, just weave the end back into the stitches.
Anchoring the thread
This is the most common method of starting off your stitching. When making your first stitch, push the needle up through the fabric and leave about a 5cm(2in) length at the back of your work. As you work the first few stitches, this length of thread can be covered so that the stranded cotton is secured firmly in place.
The loop method
If you are stitching with an even number of threads then this is a great method for achieving really neat results. To use the loop method, cut twice your normal length of thread, separate out one strand (if the design would normally require two) and fold the thread in half. Place the cut ends together and thread through the needle, leaving a loop hanging at the other end. Bring the needle up through the fabric to make the first half of the cross stitch, and then push the needle back down through catching it through the loop as you do so. Pull the thread being careful to make sure it's not too tight, and you will find that you stitch is secure