Cross Stitch is probably the oldest and best known of the embroidery stitches. It's essentially two straight stitches worked on the diagonal with one placed crosswise over the top of the other. You use an even weave fabric like linen, coarse cotton, or Aida cloth and you count the threads to keep your stitches the same size and evenly spaced. You'll sometimes hear this referred to as counted cross stitch and that's why. I'm using linen for my examples but will also show you an example of Aida below. Personally, I don't like the stiffness or look of Aida, but you may find it easier to work with at first—at least the holes are easier to see.
Cross stitch is done in a row, with the first half of the stitches worked in one direction and then completed on the way back across the row. Most people probably won't be able to tell if you haven't kept your stitches all in the same direction, but it makes for a neater and more professional look.
To start, bring your thread up in the space between threads in your fabric. Count up a certain number of threads (I used four) then to the right the same number. Take your needle to the back and pull the thread through.