The Wheelskin kit comes with a thick needle and a supply of heavy waxed fibrous thread. Unspool the thread and insert one end into the eye of the needle normally. The Wheelskin kit provides specific instructions for how to start the sewing. I usually start at the 5 o'clock position on the wheel and work clockwise around the perimeter. Use an "over and under" stitch where each stich comes out from the underside of the leather and passes over the lip, and then crosses the gap and dives under the leather again. In this way, you'll get that fabulous herringbone look and the lips of the Wheelskin will lay flat, which is more comfortable for your fingers.
In the early stages of stitching, you’ll need to pull a lot of thread through each hole. Lay it out carefully as you go, or it can get tangled. The thread is waxed to make it sticky, so you can pull each stitch nice and tight and it will stay that way. I usually do two or three stitches and then pull them tight. You’ll get the technique down in about 10 stitches.