When fabric is sewn together with a stitch that does a straight stitch and a stitch binding over the edges of the fabric, this is called "overlocking" or "serging" (European/American terms), and is done on a specialty overlocker/serger machine (which is slightly different to a regular sewing machine).
If the machine used was a "3 thread" model, then the finished result will have one straight stitch (like you could do on a regular sewing machine) plus the edge binding. In a "4 thread" machine there is an additional line of straight stitching.
This stitching can be used to keep multiple layers of a pad together for durability, and is a quicker process than it is to perform a similar type stitch on a regular sewing machine. To duplicate this in a regular sewing machine you would first do a regular straight stitch around, and then do a "zig zag" stitch, allowing it to go off the edge of the fabric slightly, to bind the edges. An overlocker/serger machine does this in one step.
While some find these edges uncomfortable, others prefer the decreased bulk at the edges of the pad. When Turning & Topstitching, the edge of the item ends up with multiple layers, as the seam allowance is included plus the actual fabric. Threads such as wooly nylon can feel softer to the touch, and there is a wide variety of variegated colour sewing threads that are used for decorative effect on overlocked/serged items.