There is no "Right way" to Cross Stitch. What I offer you here is one way.... I would say my way of stitching. Later I will add other methods.
Most important and only rule:
Couple of things you MAY get criticized on:
Always go the same direction with your stitches.
***Yes, your stitches look neater and more uniform if all going the same direction. But you do you!***
Stitches go left to right and then stitched back right to left.
***Not true if you feel more comfortable going the other way... then do it! It's your art do what you want!!***
Step 1
Thread your needle and bring the to ends of the thread together making the needle at the center of the thread.
Step 2 - "This is the Front"
Bring your needle up through #1 in the picture (bottom left corner hole of your square) and then push your needle down through #2 in the picture (top right corner hole of your square). This makes the first "/" stitch in your "x".
Step 3 - "This is the back"
On the back hold the ends of your thread to the left, bring the needle up over the ends and push your needle in the hole directly below the hole your thread just came out of. (In this picture bottom left corner of your square.)
Step 4 - "This is the back"
Pull the thread through on the front so the thread is secured on the back of your piece.
Step 5 - "This is the Front"
After bring your needle up through #3 in the picture, (bottom right corner hole of your square), this is securing your ends from step 4, push your needle down through #4 in the picture (top left corner hole of your square). This finishes your "x" making your first cross stitch!