The Split Stitch looks like a fine Chain Stitch. When you bring the needle up from beneath the fabric, pierce the thread as shown in this picture. The Split Stitch can also be used as a filling stitch, or as a foundation for the Satin Stitch.

You can also work this stitch with an even number of strands; instead of splitting a strand with the needle, just separated the strands. The effect will be that of a Wheat Stitch.