I'm trying some things out in my head to figure out what could have happened. Just to clarify for myself, is the loop there BEFORE you knit the row? If it's there, then it's something with the cast on, but if it's only there after knitting the row, it's another reason.
If it is there from the cast on, maybe you could let us see a picture of it before you knit the first row? (Of course I realize that while trying to show us, it's possible the loop will never happen again, but isn't that always the way??)
"Be afraid of bears, of bungee-jumping, of faulty wiring in old houses, but never, ever be afraid of trying something in knitting." Stephanie Pearl-McPhee, Knitting Rules
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