Just like there are many ways to thread a needle, there are different ways to knot the thread. You just need to find what works best for you. The easiest way to knot would be to just take the end of your thread and tie a knot as you would while tying your shoelace. Do a double knot to make it bigger. This is my preferred method for quite some time. I will show you three other methods here. Make sure you are not doubling the thread while knotting it—you will end up with six strands of thickness. So, whatever method you follow, knot only one end of the thread, and leave the other end open.

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Method 1

Fig 1: Once the needle is threaded, take one end of the thread and pinch it between your right-hand fingers, as shown. Hold a part of the thread with your right hand.	Fig 2: Now, twist the thread around your right-hand index finger, as shown, and continue pinching.
Fig 3: Now, roll your thumb over the index finger while still in the pinching mode. This will cause the wound thread around the index finger to also roll.	Fig 4: Once the thread rolls and falls out of the index finger, pinch the rolled part of the thread and softly pull it down towards the tip.
Fig 5: What you get is a knot at the tip of the thread. Leave the other end of the thread open. Do not knot using both the ends of the thread as it will make the thread six strands thick! This method of knotting is what I follow.

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Method 2
If method 1 did not work for you, here is another similar approach, but with a teeny weeny change.
In method 1, chances are that maneuvering your fingers to keep the clumped thread in place is difficult. This method will show a small tweak that will help you with it. Call it a variation of method 1.
 

Fig 1: Wind one end of the thread around your index finger as shown.	Fig 2: Now, roll the thumb over the wound thread and index finger. Roll it till the thread falls out of the index finger.
Fig 3: While still holding the rolled and fallen-out thread between your index finger and thumb, use your middle finger and thumb to pinch the thread softly just above the index finger, as shown.	Fig 4: Now, take out your index finger to clear the coast and pull down the pinched thumb and middle finger.
Fig 5: The result is a similar knot. If that was too much of a stunt, try the next method, which might work for some.

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Method 3
This is yet another method. You can try it if the above two methods seem not to work. It is a pretty different method that does not involve rolling the thread between your fingers. 
 

Fig 1: Place the needle and longer end of the thread together, as shown.	Fig 2: Pinch them between your thumb and index finger.
Fig 3: Take the thread (NOT the one closer to the needle), and wind it twice or thrice around the needle.	Fig 4: Clump it down to the bottom by pulling the thread downwards, as shown.
Fig 5: Now, gently pinching the needle, the end of the thread, and the clumped thread between the fingers, slowly pull out the needle.	Fig 6: The wound and clumped thread form a knot at the end of the thread as you finish pulling out the needle completely.