Here is a little tute on my paper dolls. I use a French knot which is an embroidery technique. If you have never done that, practice a couple on some scrap before attempting your doll.
Choose paints, glues, and sealants that will not stick or chip.
I started with some drawing paper glued onto card stock. I know glue sticks and all sorts of adhesives exist but I have found good old Elmer's and homemade glues to work the best. Press your glued items between heavy books for a few hours while drying.
Draw your doll out. Plan for space to connect the joints so you don't accidentally shorten your doll. Now is a good time to clear coat and seal your drawing.
Carefully cut out your doll. Smooth edges are helpful for a smooth moving doll.
Test the placement of your parts and add the holes for the knots.
Start from the back, leaving a tail to tie off. Holding the tail with your thumb helps to not pull it out.
I'm using the full 6 ply of embroidery floss. The knot has three or more loops.
Take your thread back to the backside and tie it off with a finishing knot large enough to not pull through.
Add a tiny dab of glue to your knot to help hold it.