Snip the edge with the scissors and tear. Don't worry about removing loose threads. Some fabric pieces are too small so I put those aside for another project.
Set up your sewing machine with one colour on the top and another in the bobbin. I have a brown thread on top and blue underneath - that way, I can easily tell the fronts from the backs. Stitch the first set of squares diagonally from one corner to the opposite corner.
Here are all my 48 squares, sewn with a cross, and sorted into piles depending on the colour of the top square.
Take a coffee break at this point - you're doing well!