I think you are thinking of sewing with a knotted doubled length of thread. In cross stitch you don't double the strand at all and you don't knot it at all. You put two strands through the needle, pull it through the fabric at your starting point then take a very tiny stitch to anchor the strands. It can be picky to learn this but will result in flatter work. (You could have a knot but that will create a lump which will be visible if you mount the piece on a back board later.
Maybe you can google cross stitch or embroidery and find an explanation(maybe with pictures) of how to begin your stitching.
Good luck. Cross stitch and embroidery are very enjoyable.