If the thread keeps breaking, you may not be drawing it through quickly or smoothly enough. If you are using tying silk, check that it has not rotted. Otherwise, use a heavier gauge of tying thread.
To start a fly, I take a length of well-waxed tying thread and begin winding it from directly behind (almost touching) the eye of the hook. I then continue winding the thread down the shank as far as the pattern requires. The reason for preparing a hook shank in this way is to give a "foundation" of thread onto which I can easily tie the tail, body, hackle, and wings.
Some flytyers start winding on the thread foundation well down the hook. This is fine for tying on the tail and body but means that the wings and hackle have to be tied onto a bare hook shank. When they are tied on in this way, I find that the hackles tend to pull out and the wings tend to slip round the shank. I think it is much easier to tie them onto a foundation of thread that starts by the eye of the hook.
For flies that will have tinsel or floss bodies, wind on the foundation thread in very close, even turns; each turn touching the last one. This helps to create a smooth tinsel or floss body. For most other flies the turns need not be so close, but should be evenly spaced. (If you take pride in all aspects of your flytying, however, it does no harm to wind on in close turns whatever the pattern.)
On the rare occasions when you have to start the fly at the tail end of the hook (when tying a fly completely in reverse, for example, with the tail tied on at the hook eye), begin in the same way as shown in the photographs, but start winding on the foundation thread not at the eye but at a point about four turns in front of the tail position. Then wind on three or four very close turns toward the tail, cutting the surplus thread as soon as the short end is well trapped. This makes the length of foundation thread on the shank very short and so you must be especially sure that any material you tie in is well prepared and securely attached.
Note: The turns wound on in steps 3 and 4 need only be close if the fly's body is to be of tinsel or floss.
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