The blanket stitch helps to keep the edges of a blanket from fraying and stretching out of shape. Blanket stitching is done by hand and should be accomplished so that there is no discernible beginning and end to the thread. Because blankets tend to be large, you will probably need several pieces of thread or floss to completely go around the blanket. Joining the threads of the old thread with the new piece so they do not show can be difficult at first but will get easier the more you do it.
Stitch around the fabric using the blanket stitch.
Complete the last stitch that you have enough thread for and make a running stitch back under the last stitch on the back side of the fabric.
Trim the thread short and rethread your needle with matching thread.
Run your needle under the same stitches that you just ran your end thread under. Make sure to run it in the same direction.
Start the next stitch as you would a normal first blanket stitch.
Continue around the fabric as before.
Try to make the joining process as seamless as possible, so that it makes it less obvious that you had to change thread.