To begin, all you'll need is a tapestry or yarn needle, yarn of your choice, and the item that you'll be stitching on.
Thread your needle with a tail,
This is important...next thing you'll want to do is make sure that the other end of the yarn loops around the bottom where the tip of the needle is.
Now pull through and voila! Your first blanket stitch is complete.
Now repeat...in through the top, out through the bottom, loop around the bottom...
and pull through.
Now just keep going in this manner,
...and all finished! Try experimenting with different heights and widths too. You can even do this in the same row, it all depends on how you situate your needle.