When securing a length of thread/yarn knot the end and when you pull it through your amigurumi the knot will catch on the stuffing helping to anchor it.
When sewing on beads for the eyes make sure you pass the thread through the bead several times to make sure it is really secure. If the amigurumi is for a young child do not use beads as these can be pulled off and instead over sew the eyes.
To over sew a nose or eye bring the needle through the same spot repeatedly.
To create a mouth bring your needle up to where you want the mouth to start and cross over to the other corner of the mouth. Bring the needle up in the middle of the 2 corners a bit lower down. Make a small stitch over the length of thread to hold it in a 'U' shape.