I usually buy 2 and pull from both, but sometimes when it's a small projectI will get one and make 2 balls and pull from them.
Making balls is easy you can just start winding it around you finger and just make it a straight ball (then when you are knitting just have it in something so it doesn't go rolling all over the place). Or you can make a center pull ball.
Amy has a wonderful video here.
It's down near the bottom. I always wind my yarn because I have gotten too many bad skeins and don't want to be in the middle of a long row and run into problems.