Load your sewing machine with thread to match the outer bra's color, and set it to make a zig-zag stitch, because these are sports bras originally and made of t-shirt fabric, and will stretch. The stitching needs to accommodate that.

I start with the band of the bra, because that's the easiest part, but if you have a cheaper machine, it may struggle at the side seams due to the layers of fabric. On this 50's vintage machine, the seam just barely fits under the presser foot, and that's where I start.