So you want to sew, but you've never used a sewing machine and don't know where to start? It can be difficult to learn without someone in person to teach you, but here's some tools that will help.
Start with checking out this page (at least the first 13 steps about the parts of your machine) to familiarize yourself with the different parts of the machine. They will be located differently depending on the brand and model, but they all typically have about the same parts. Bookmark that page - it has a lot of info you may want to come back to.
I'm going to assume you have a sewing machine at this point. If not, start with buying one. If you are starting with a brand new machine, that probably means you have the manual, which is great! This will help you a lot. If you don't have the manual to your machine, try to find the brand and model number of your machine (the brand will probably be clearly labeled on the front of the machine, but the model number may be hidden on the bottom of the machine, on the back, or even possibly somewhere inside the casing.) Once you have found that, search Google for "(your sewing machine brand and model) manual" and see if you can find a (hopefully free) PDF of the manual.
If you are still coming up empty on finding a manual, try searching Youtube for "how to thread (your sewing machine brand and model)" and "how to wind a bobbin with (your sewing machine brand and model)."
Still coming up empty? Try asking any local friends if they could come look at it. While every sewing machine is a little different, someone who is familiar with them may be able to figure out how to thread it even without the manual. Or ask in a general sewing group on Facebook.
The most important skills you need to learn initially are:
Most of your sewing can be done with a straight stitch and a medium stitch length. Any time you start sewing, start with a long tail from both your bobbin thread and your needle thread. Gently press the foot pedal to stitch a couple stitches, and then reverse and stitch a few stitches backwards. Then sew normally until you get to the end of your line, and again, do a couple "reverse" stitches. This "locks" the end of your stitching, like a knot would do, and keeps it from unraveling.
To join two pieces of fabric: