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Thread the darning needle. This article says darning needle, but really it can just be a regular old needle. You will want to thread the needle with one or two strands of thread, depending on the weight of the sock. As you may have guessed, if it is a thicker sock you will want to use a thicker thread (or two pieces of thread.) Tie a knot in the end of the thread. You will begin by sewing from the inside of the sock, out, so that your knot is on the inside of your sock.