A "stop bead" is used to keep the first row, or in the case of Peyote stitch, the first 2 rows, from simply sliding off of the thread as they are worked.
Because knotting thread is rare in beadwork, the term "place your stop bead" is the first line of many a beadwork-related article.
The "stop bead" may be identified as the first bead placed on a thread. Closer inspection will reveal that the bead has several passes of thread through it, which is the method used to secure it to the thread so that it may be removed once the beadwork has been completed.
Often times, the "stop bead" will be an entirely different color from the rest of the beads in a project.