Pointe shoes are easier to darn if they are slightly broken in, because the area under the box (between the platform and the leather sole) will have softened slightly. You'll also be able to see where you need to darn - basically, you want to darn where the satin has got dirty from contact with the floor!
Use crochet thread or embroidery thread. You'll need a strong needle with an eye that's big enough to take the thread, but a point that's fine enough to get through the satin. Bunheads sell a nice pointe shoe sewing kit that has good thread and needles all in one case.
Most "how to" guides say you should start by darning the area under the box, starting as close to the leather sole as possible. Personally, I find it too hard to get through the satin there - so I usually just darn the platform. But that's just me being lazy!
There are several ways to darn the platform. The stitches are explained in more detail below, but this video shows both stitches:
Lazy Daisy (Chain) Stitch
Using chain stitch (see pic), start at the outer edge of the platform (start a little further out than the soil mark, as that will help prevent the satin breaking away),and sew in circles. Sew all the way around until you've completely encircled the platform, and then continue in ever-smaller circles until you've covered the whole toe.
Blanket Stitch
"Blanket stitch" is sometimes called whip stitch. In this case you'll start at the lower edge of the platform and sew in straight lines, overlapping slightly each time. As you move down towards the sole, remember to adjust the width of your lines so you're covering the whole platform.
Combination Darning
You can use a combination of conventional darning and blanket stitch - start by sewing long bars of thread across the width of the toe, then blanket stitch over. Or mix chain stitch and blanket stitch, as in the video clip.
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I'm sure there are other variations but those are the ones I know. I prefer the blanket stitch myself, because when I use the other methods, it can be a bit knobbly - which isn't very comfortable on the toes. But that may be because I'm so bad at sewing!
I’ve seen girls use just regular sewing thread on their pointe shoes. This leaves less bulk, but you would have to sew them more often.
Surely it would take ages to sew with regular thread? I can imagine it wouldn’t last long, either.