Thread the top of the sewing machine with your regular sewing thread.
Place the bobbin in the sewing machine and thread the bobbin as you would regular sewing thread.
Leave a thread tail of the elastic thread and bring the elastic thread up through the sewing machine throat plate.
Always leave a couple of inches of thread tail when you stop sewing with elastic thread.Do not use automatic thread cutting features on your sewing machine while sewing with elastic thread! The automatic thread cutter will not leave a long enough tail, causing the end of the elastic thread to pull back in to the bobbin case and you needing to re-thread the machine.
Set your stitch length at 3.0 or longer. Test the set up on a scrap of fabric. The weight of the fabric and the stitch length will both effect the amount of bunching the elastic thread will create.