Here's some whipstitch in the real world, warts and all.
And here is how to do it. On the front:
My stitches are quite vertical on the first photo, with the stitches on the back being diagonal. If you would like both sides to be diagonal (like on the double-sided edge of the felt birds), insert your needle at the top of the zig-zag, a bit further away from where it came up at the bottom of the zig-zag, like in this photo.
You can also see my whip- and blanket stitch video over here, and read more about the felt bird kits here.