Oh my, there are so many different ways to do applique. First you need to decide if you want to do hand or machine applique. Then you need to decide raw edge fused applique (which is probably the easiest method) or the kind with a turned under edge. There is needle turn applique, which is done by hand and the seam allowance is turned under as you go. Raw edge is done with a fusible adhesive and if the quilt is to be washed (not a wall hanging art type quilt) it then needs to have the raw edge sewn down. You can do that with a satin stitch, small zig zag, blanket stitch (aka buttonhole stitch) or a straight stitch just inside the applique, but this last method there could be fraying.
Some people do applique by sewing the shape to a dryer sheet or lightweight muslin (right side of fabric facing dryer sheet) then cut a slit in the dryer sheet or muslin and then turning the piece right side out and pressing and machine stitching to the block using a blind hem stitch.
There are so many different ways. I think for a newbie, I would dip my toes in with very simple shapes and experiment with several different techniques until you find the one you like. Most people like fusible because it is very easy and no raw edge to turn under. But some fusibles can make the applique kind of stiff feeling.
There are countless tutorials out there on blogs, pinterest, and even here on the QB.