Nylon crochet thread is a challenging, versatile alternative to standard yarn. Nylon crochet thread is available in no fewer than eight sizes, from 24 (the thickest) to 2 (thinnest), and in dozens of colors. Size 18 is easiest if you've never crocheted with nylon thread before, since it's close in size to sport-weight yarn. Nylon thread has a smooth surface and a semi-glossy sheen, and it's sturdy and durable, so it's a good choice for heavy-use items like tote bags or pet collars. It does unravel easily, though, so keep an anti-fray product (available at craft stores) on hand while you're crocheting.
Make a slipknot of nylon thread on your crochet hook. Leave a long tail, then begin crocheting. Make a small swatch of single crochet (say 15 rows of 15 stitches) to check for gauge and to get used to working with the nylon--it's slipperier than cotton or acrylic. Work at a steady pace to keep your stitches uniform and consistent.
Fasten off at the end of your swatch. Cut the thread with scissors, but leave it a few inches longer than you normally would.
Weave in the end as usual with a yarn needle. Cut the excess thread and immediately dab the anti-fray product onto the cut end. Dab a bit more of the product onto the stitches touching the cut end to help keep the end from slipping out of place. Let dry.
Repeat the weaving-in process with the thread tail from the beginning of the swatch. (If that tail end has already started to unravel, twist the ends together and hold them tightly to get them through the eye of the yarn needle.)
Make practice swatches until you get a feel for working with the nylon. Use different sizes of nylon thread and of crochet hooks to see how those behave during stitching and how they affect the gauge. Move on to full-fledged projects when you feel comfortable working with the nylon.
When you need to set the work down, even if it's just for a minute, it's a good idea to use a stitch holder to secure the last completed stitch. Because it slides so easily, nylon thread can pull free very quickly, and you could accidentally lose a row or more of stitches.
Some nylon thread packaging labels recommend a size 0 steel hook, which can strain your hands when you're using a stiffer thread like nylon. Take frequent breaks and stretch your hands, fingers and wrists to prevent pain.