Pull gently through, then insert the needle a couple of threads away from its exit point, to one side, and take through to tht back of the 'hand' to the point you want the thread to appear I usually do it about half the distance from the seam than it is on the palm. Draw through gently.
Pull gently, to create a slight 'pad', then lay the thread over the the end of the hand, where you want it to define the paw pads, and put the needle in exactly in the point in the palm where you did the tiny stitch, exiting in the seam where you want the next division to be. Pull through firmly but not tightly - too tight and you will create rucks in the fabric.
I must add, this is just the way I have worked out how to do it, i don't say this is the 'right' way to do it! It's just what I've worked out from needle sculpting dolls and doing a little bit of stump work embroidery when I was at college, if anyone has anything useful to add to my knowledge, I'm all ears!