The french knot is one of my favorite embroidery stitches. It's very easy to make and it looks really cool. Essentially all you do is make a knot around your needle an pull the end of the thread through the knot.
How to Sew a French Knot
Push needle from back of fabric to front where you want your knot to be, leaving a tail of thread in the back. Wrap thread around needle 2 times (or more depending on your desired look).
Insert sharp end of needle down into fabric next to entry point. Pull thread tight around needle.
From the back, pull the needle and thread all the way through. Congrats! You have now made a French Knot.
I recommend practicing making these on a piece of scrap fabric and you'll be ready to start decorating all your projects in no time. I like to do a two wrap french knot but you can wrap the needle as many times as you want. The more wraps, the bigger the knot will be. In the sampler above I stitched french knots using 2, 3, 4 and 6 strands of embroidery thread in different colors. Then from left to right I stitched 1, 2, 3 and 4 wraps around the needle. You can see how the knots are bigger with thicker thread and more wraps.
If you're looking for more info, there are lots of tutorials out there about the french knot like this great one from Sublime Stitching.