This is an excerpt of a 1912 sewing pamphlet. I couldn't have said it better so I give you this clipping.
Step 1 Use your thread to lay in your guide stitches. (Figure 1)
Step 2. Add long stitches on one side of the guide stitches and then the other. This is your first layer. (Figure 2)
Step 3 Add long stitches on top of and across the first layer. (Figure 3 and 4)
Step 4. Add a cross stitch to tack down the threads where they intersect. Or as I did in the Elegant pattern - use a single stitch across. A thinner weight thread merits the cross stitch while a thicker thread weight looks better with a single thread.
An example of the Damask stitch used in the 'Elegant' pattern