All crochet starts with a slip knot, as this is the means of attaching the yarn to the hook.  To make the slip knot:
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Wrap the yarn around your middle and index fingers so that it
crosses in the middle and creates a loop.
 Insert the hook into the loop and pull the working end of the
yarn (the end that is still attached to the skein) through.  This
will create a new loop.
   
Keeping the hook in the new loop, pull on the short end of the
yarn to tighten the knot.
 Pull on the long end of the yarn to shorten the loop and move
the knot up to the crochet hook.  Slip stitch is complete.