I am just about done with my hat, the last of the instruction is:

"Break yarn and thread through rem 8 sts. Pull up tight and fasten off securely."

I know this sound silly, but do I weave the yarn through or just pull it straight through the stitches? Then am I supposed to knot it?

(The final step is pressing, then I join the back seam).

Pull the yarn tight so all the sts pull together, then weave the end into the work. :thumbsup:

So your hat kinda looks like this, with the tail coming out one end.

XX 0000000--------------- (tail)
VVVVVVV
VVVVVVVVV
VVVVVVVVVVV
VVVVVVVVVVVVV
VVVVVVVVVVVVVVV

what I do when finishing a hat is that I double over the tail yarn and pull it through the side where I put the XX's. I don't pull it out all the way though -- I use the doubled over end that I've pulled through and tie it in a knot to the end of the tail that's still poking out the side where the XX's are. --- does that make sense?

The main reason I like this method is that way there are two strands of yarn going through the live knit stitches -- that way on the odd chance that one strand breaks, you've got the other one.