Thread an embroidery needle with a length of embroidery thread no longer than 32 inches (~81 cm). Don't knot the thread.

Make a horizontal stitch about 1/4 inch (~6 mm) long with the needle emerging at the bottom right corner of the drawn square. Pull the thread through until there's a short tail, about 1 inch (~25 mm) long.

Wrap the thread around the far right warp hook.

Pull the thread taught. Maintain even tension, but don't pull tight enough that the fabric pulls or the hole begins to close.