Your last warp thread should take a heddle. If your warp is all one color, you'll cross the whole width of the belt with this last knot. If you changed colors, you Ill have shorter crosses where the ends of yarn are knotted. There should be no knots on the tension bar when you're finished, because the warp must be free to be pulled, as a unit, around the pegs. Pull down the warp threads with your hand as shown .
All unheddled threads are below the fixed heddled ones.
Now push those same threads up. And the unheddled threads are above the heddled ones. Set the loom so that the tension bar is towards you, seat yourself comfortably. Wrap your shuttle with yarn. Make a shed by pushing movable cords up or down - it doesn't matter which.