^ What Bryan said.
Hope I'm not too late! I'd like to add that it would be a good idea to not use continuous thread all the way around the patch. If you use 1 thread for 2 sides, or even 1 thread for each side, if one tears/breaks then your patch will still be secured by the other threads. Trying to undo some stitches to make a new knot then having to resew the area is more of a pain than doing it right the first time.
Do you know how to thread a needle? There are probably some really good helpful videos on YouTube that will demonstrate it for you. If you get a good strong needle (doesn't have to be a leather-working needle, really any sturdy needle will work if it's sharp enough. If the needle is too big, it might be harder to piece the thick fabric, whereas a small thin needle could slip between the fibers easier.... but use your best judgment and you should be fine), and make sure your thread will fit through the eye of the needle. You don't need a massively thick thread, in fact that might be worse. I imagine any quality thread will work fine (I'm no expert, but none of my patches fall off or tear). Unravel twice the amount of thread you will need for the first section (2 sides, or just 1) because you will "fold" it in half. Don't do too much: remember you'll have to pull all of it through the jacket with every stitch, and sometimes it can get tangled. Keep it simple with about 3 feet of thread. Clip the end of your thread so it has a nice clean edge with no loose "fuzz" at the tip. Wet the cut tip of the thread with water or a wet sponge (or uh... you can lick it too) and you can try to eyeball it into the eye of the needle. There is also a little gizmo called a "needle threader" (brilliant!) that you can find almost anywhere like a grocery store or craft store. Chances are your female neighbors, relatives, or friends have one. It's helpful but I find it easier to thread the needle without it. Anyway, pull the thread half-way through the needle and tie the two ends together in a knot. Not a knot like shoelaces, but put the pieces parallel to eachother and tie it like a bread bag. That's the best way I can explain it. So the needle should be at one end, the knot at the other, now you're ready to go.
Oh yeah, start the sewing on the inside of the jacket so your knot isn't on the outside. Or do Byan's suggestion at the beginning too, by poking the needle into the jacket from the outside first but underneath the patch. This way the knot is hidden and shielded from getting snagged of coming unraveled, but it's also not showing. Then start at one corner, and go down the side with stitches that either run along the edge of the patch or go back and forth across the edge. Honestly, I just run my stitches parallel to the edge, but it might not be the strongest hold. (I don't like a super tight hold, I prefer that it has room to flex with the jacket without causing stress on the patch) Anyway, my last tip is to pull the thread evenly and gently through the jacket with each stitch, making sure that the thread doesn't gather at the hole. And don't take out the straight pins (set-up pins) until you are completely finished!
Good luck!