LockedStitchFormation
Slightly mysterious! and very fast!
A machine-formed locked stitch is made up of an upper and lower thread which are "locked" together. This stitch will not easily come apart. Thread to form stitches is supplied from an upper cotton reel via a needle and from a lower bobbin. Each stitch is created "in the blink of an eye"!, a domestic sewing machine can sew at a 1000 stitches per minute, and Industrials 4500 or more!
19th century sewing machine pioneers noted that cotton thread, for a just a very brief instant, forms a loop when its direction of travel is changed suddenly. Formation of this loop is basic to locked stitch formation. Since those early developmental days there has been much design refinement. As a sewing mechanism normally runs very fast and stitches are usually quite small, a slowed down animation helps to make sense of what happens.

Watch this animation and note two key actions
At start of stitch formation the downward travelling needle, carrying a red thread, reverses direction suddenly and travels upwards, this is when a loop is formed. The needle eye is just below the hook point which grabs the loop. The hook drags the loop around the bobbin holder and then releases the loop which in turn yanks up the lower blue thread and forms a two part "locked" stitch.