Often a pattern will tell you to divide your CO stitches evenly among four (or three needles). Sometimes this is important in a pattern (for example, some sock patterns have you work specific needles and leave the rest unknitted), but most of the time it's not necessary to have the same number of stitches on each needle. The important thing is that you have the stitches divided in such a way that they don't inadvertently slide off a DPN.
If you do, however, come across a pattern that tells you to work needle 1 and 2, etc., remember that it's the STITCHES on those needles that are important and not the needles themselves. And of course, needle 1 is always the needle with the stitches after your round marker.
Good luck in your endeavors with DPNs!