Usually, when I sew together items, using my overlocker, the end of a seam intersects with another seam, has it's end turned back (for a hem) or overlaps on itself, so I just chop the end of the thread off and let the overlapping stitching stop it from unraveling.
Sometimes, the over-locked seam runs all the way to the end (like in children's sleeves), so if you were to cut the end off, it would unravel. You also don't want unsightly overlocking ends hanging out of your child's sleeves. This is what I do....
Cut the thread with a bit of a tail, five to ten centimetres should be ample.
Grab a needle with a big eye, and preferably a bluntish point, and thread the loose thread onto the needle.
Use the needle to take the loose end of thread between the two layers of fabric and the overlocking stitch. Alternatively, you could just thread it back between the fabric and the stitching - you might do this if there is only one layer of fabric.
Pull tight and snip the loose end. All done!
Isn't that all nice and tidy!