Holiday-Crafts-And-Creations.com provides a step-by-step blanket stitch tutorial with photographs. The tutorial covers how to sew a blanket stitch in four ways: sewing one and two layers along an edge, sewing in from an edge and sewing corners.
ParentingFunEveryDay.com also offers a blanket stitch tutorial with tips for sewing with children. Perform a blanket stitch by looping the first stitch around the edge of the fabric, and pull it through the same hole, looping the thread once around the needle. Pull the stitch tight in a knot, and then repeat this step. Tie off the stitch by sliding the thread under the first stitch, pull the thread through the first stitch hole, and tie it off in a knot.