This is the video I have been watching. Blender Sword Modeling
I cant figure out how the guy make the sword actually 3D, or to appear to have mass.
At 4:30 in the video he selects all the interior faces, with circle select C. Then moves them along the X axis, G X, that gives the object thickness.
Having left the outer faces unselected, it creates a bevel which when combined with the mirror modifier he adds later will make the whole object.
Another quick way to do this is with a solidify modifier, used create thickness out of flat objects.
To create the sharp edges you can then add a bevel modifier.