First, bring the thread up and then make a diagonal line and bring the thread through again. Bring the thread through again below the diagonal line on the left side. Then, put your needle thread through the 'x' and make sure your loops are even. After this, bring your thread through and even up your stitch. Now thread through on the right hand side and go through the next 'x' shape. Continue to do this, and you will see the Vandyke stitch start to take form as you go on. There will be a vertical pattern with raised loops in the middle. To finish, thread through the bottom and you are done.
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