I backstitch, then pull the threads through, knot and trim. If it's overlock, it's unravel the tail and knot. So far, no ends of seams have failed, though my chunky thighs have seen off a few mid-seam things!
When it comes to starting dress making, you can buy a book of sewing techniques,hit youtube to help you out with the scant details in the instructions on the 'big 4' patterns.
Indie patterns tend to have more detailed instructions (with photos!) so companies like Sew Over It or Tilly and the Buttons are good places to look. Their 'easy' level patterns are generally much easier than a big 4's version of easy.
Yesterday I cut out 4 things (2 x toddler outfits, 1 x nightdress for a friend and a 'I am Cupidon' top for myself). Managed to finish the cupidon (currently in the wash getting the chalk and pen marks out), but jeez, kids clothes are possibly even harder to sew than adult clothes. Yes the seams are shorter, but everything is so much more fiddly.