I can't think of anything special you need to do to the edge to make sewing up easier. I know some people recommend slipping the first stitch to make sewing up easier and in a few situations this is true. When I made the Einstein Jacket, for instance, part of the directions tell you to do this and in that case it was the right thing to do. But unless the directions tell you to do it I don't recommend it. It is easier to do the typical mattress stitch without having that slipped edge. I agree with Jan, it is best used on items like a scarf where the edge will show and even then you don't have to do it.
I thought of one thing. I usually like to work in my ends that are at the edge before I sew, or at least work them a tiny bit away from the edge. I find it snugs up the edge stitches a little and I like that, but others may disagree.