Most thread is OK, particularly polyester. You just need to sew through more times if using thinner thread.
Thread your needle, double up the thread, and tie a knot in the end.
Do your first stitch on the surface of the cloth.
Then go through the button, come back through, and then push right to the other side of the two layers of cloth.
Put your fingers under the button to measure how much excess you need to leave on the top, to create the shank. Perhaps around half to three quarters of an inch. It will get smaller as you sew.
Go up and down through the button and right through the cloth - four times with thicker thread as used by Ben. Perhaps six or eight times with something thinner.
The last time you come up onto the front of the jacket, don’t go through the button, but wrap the thread round and round, to create a shank. As much as needed to make the button stand on its own.
Then finish by passing the needle through the shank - but don’t pull the thread all the way through. Leave a loop, which you hook round the needle on the other side, before then pulling the thread tight. This creates a knot.
Snip off the excess thread, close to the shank.