Sewing on shoes is a little tricky. You need some major strong "Heavy-duty" thread. Usually this is of a nylon fiber, but also comes in cotton.You need "heavy-duty" and not just the little sewing machine thread, because if you try to sew into a stiff material with that delicate stuff, it's going to break on you on every stitch. You also need what they call a "curved needle" (called this for obvious reasons). These needles are very sturdy and the "Leather point curved needle" is VERY sharp. All needles are, of course. But the leather point is made to pierce leather. Working with canvas is somewhat easier since it a woven material and, therefore has more give than an animal hide. The curved needle is VERY useful when trying to do a stitch onto a material you can not pierce through entirely (many layers of a shoe). They allow you to go around and around with a stitch rather than punching all the way through, and punching back up through again... if that makes any sense.
Anyway, get a good strong curved needle, take some thread, and away you sew! I'm assuming you know how to sew...
The other option would be glue, but honestly, it looks rather tacky (haha! what a bad pun), and has a tendency to disintegrate... especially when water and/or heat is present. Plus, you don't want to ruin the leather by putting glue all over it. And if you're working with canvas or a fabric, it will ruin and discolor that, too.
So, my recommendation is the sewing. Looks cooler, lasts longer, more fun, and doesn't ruin your shoes. And if it does start to fray, you can whip out that needle and fix it! And if you decide you don't like it, you snip the threads and it is no more... and no messy glue residue left behind.
Hope this helps!
Good luck my friend!