This is not a bad picture but when I explain, I think you will understand. The pale blue fabric was the first piece I attached to my quilt. The darker blue was added to it. As in the photos below, when we do this sort of applique, we add a nice seam allowance around the freezer paper pattern as we cut each section out. Then staystitch all round the piece about 1/16" away from the paper edge. BTW, I put my freezer paper on the TOP side of my fabric.
Then , I find the TOP edge of the piece I am going to attach to my last piece and I clip along the curved edge and then press the clipped edge over onto the back side of the piece so you can JUST see the paper pattern edge showing.Then, using the light box to line it all up properly, I pin the piece in place , removing the freezer paper first and being sure no staystitching shows either on the top piece or on the bottom one. Then , using a nice fine blind hem stitch or an applique stitch and INVISIBLE thread on the top( regular underneath is fine) , stitch the new piece to the old one JUST catching the new piece with the zigzag part of the stitch and letting the straight stitches follow the folded edge of the new piece, but do not let those straight stitches show on the surface of the new piece.
An applique or blind stitch is a combination stitch , several straight stitches and one tiny zigzag. Look it up in your machine manual. You want to have a short stitch length, I use .8, and a narrow width, I use 1.3. See the picture above. Even though it is a bit fuzzy, you can see the little zigzag but not the straight stitches. In the pictures below, you can see the seam allowance left on the new piece ready for the next bit to be attached along the staystitching line. I hope this clarifies the process for you. If not, say so and I shall reedit!