Penny squares are just squares of muslin that could be bought for a penny apiece back in the late 1800s-a special treat to buy do redwork or blackwork on, and when they had enough squares completed, they'd sew them into a quilt. My great grandmother did these with her mother.
I don't use knots at all-you don't want bumps behind your work. I just start the needle from the back and pull all the thread through until there is an inch or so left and I anchor that under my index finger of the hand that doesn't hold the needle. After a few stitches I let go. When I get to the end of my work I cut all but an inch off at the back, When you are finished the whole piece you can go back and weave all the loose ends together to clean it up. Or weave them into the stitches from the back so you can barely tell which is the front and which is the back. But my own mom just leaves it alone lol so that's a personal preference too.
The good thing about embroidery is that it's easy to take out and do over if you mess up!
But hey, I applaud you for doing something new-and I'm glad if I can help at all. My kids won't let me sew these days so I've been really MIA from this board out of shame...
