This simple process saves thread, as well as time spent stitching and trimming threads because you don’t need to start and stop for each seam. It also can produce more accurate piecing. Just be sure to press all seams before you sew over them when combining stitched pieces.
Some quilters like to start off their chain with a “leader”, which is a scrap piece of fabric. That way if the thread ends knot up it will be on a piece of scrap instead of quilt pieces. You can use the leader over and over again.
Example of a leader (the green fabric) used at the start of a chain.
The following article by Carolina Moore gives a good explanation of chain piecing. Be sure to read the comments at the end for more good info.
The next article, by Melissa Burt for Connecting Threads, goes into more detail about chain piecing and provides many useful tips.
One thing she recommends is to wait to cut the patches apart until their seams have been pressed. This makes pressing a quicker process.
In the following video, Laura from Sew Very Easy shows you chain piecing in action.
Chain piecing may not be as useful when creating a complex block where you need to keep pieces of several shapes in the correct positions. However, it’s a wonderful time saver when sewing a lot of similar patches together in simpler quilts.
Source: The photo at the top of the page is from MakeItCoats.com.