I admit I came about it the other way (started with sails, then to knives), but I'd recommend a look through a copy of The Rigger's Apprentice, and the dover knot and boat stuff books, and any *good* (that's not always easy to find) marine marlinspike or knot book.
Monkey fists are pretty easy once you get the hang of them and figure out how many strands to run for the size of the fist- I have a few long lanyards for keys and micro lights that have 1 inch ball bearings wrapped in 3/16 rigging line. heavy and useful.
The Rigger's Apprentice is likely to be a bit more than any non sailor needs, though my copy has been borrowed by a few climber friends.
The Marlinpike Sailor is probably the best of the Dover books for knifemakers and fans.
If I remember tomorrow I'll post a photo of my not so fancy (a little fancy) but useful lanyard on my marlinspike folder. The lanyard is a bit big, but I've dropped that knife several time while up a mast in a chair or on ratlines and it's really nice to not have it fall past your wrist.
chute cord is great stuff, but depending on the knife, a quick trip to the localest boating shop might lead you to some fun new materials. Which leads to a design thought... might design the large fixed blade I want to do around using 1/4 inch rigging line......