Making a loop is easy. Grip the end of the thread between your thumb and your index-finger, loop the thread over your index and middle finger twice, remembering on your second loop to put the thread behind the first. Take your crochet needle and insert it in the loop between your index and middle finger.
Catch the long end of the thread and draw loop through.
Pull the short and long end while pulling up on your crochet needle.
Voila, you have created a loop. Remember not to pull the loop too tightly around your hook as you are to make chains with it next.