It is quiet hard for some people to understand it by words only but i'll try my best to explain it anyway.
1.Make sure you have a clean, dry face with nothing on. I'm not sure if professional threaders put anything on the skin but i find it's easiest to capture the hairs when skin is completely clean and dry. If you have a low pain threshold then maybe you could put on something that usually helps you but it might affect the effectiveness in pulling the hairs out.
2. Cut a piece of cotton string to the required length and tie the ends together strongly so they don't break away when pulled..What is the required length? Well i think this is something you have to find out yourself through trial and error. For me i like the loop when tied to be quite small as i work better that way but i have seen others have it quiet big. It's however you work best with. I find i have much more control with a smaller loop.
3. This is where it gets hard to explain.. Twist the middle of the loop several times whilst holding the loop at each end. You hold it with your thumb and first finger (whats the name for it?!) of both hands at each end of the loop. Both should be in the loop and your thumb and finger should be acting as though you are pushing them both away from eachother. This should create a bow shaped feature out of the string, with the twists in the middle and both hands creating the wide bits at each end.
Also the number of twists you have indicates the volume of hair that will be taken away with each threading action, start with a few twists only if you are unsure about threading yet.
4. Place the string on the area where you want to thread. Have the twist bit placed just before the area you want to start threading. Have the area you want to thread taut, i only do my upper lip so i can do that by moving my mouth, get someone to pull your skin taut if it's in an area you can't move.
5. To start the threading move the fingers from the hands in the opposite end to the direction you want to thread. Move the fingers so that they are making the loop on that end bigger. This will move the twists along and capture every hair in it's way (keep the twists touching the skin while you move it for best results). I would advise that you thread fast as it gives really clean results and hurts less, but a beginner would probably find it hard to do that at first.
The pain of threading lessens after the first few times and once you become good at it and see the results you won't go back to something else.
I've just got to add that i only thread my upper lip and easy strays above my eyebrows and i find this easy to do with threading, i wouldn't advise a beginner to go and thread their eyebrows properly as it could be disastrous! Practice elsewhere first until you feel confident.
Hope that's helpfull, sorry if it's not understandable or too detailed.