I usually thread the loom front to back as shown here. As this is pretty straight forward of every other thread is either black or blue, so the color choice is helping me keep my threading in order. For every four threads I need two blue and two black.
Here also is one of my ways to keep track of the threading. I usually print out a copy of the draft and then use a marker to keep track of where I am. Works for me! This way I don't mark up the original directions with all my scribbles.