Make sure that when you knit or purl a stitch you are pulling the one you just knit or purl off the other needle. Sounds stupid but it could be an issue for a beginner.
Also take a look at these videos
For english style knitting follow the steps this video shows exactly
http://www.knittinghelp.com/video/pl...ose-up-english
If you are a continental knitter (just means you hold your yarn in the left hand) follow these steps this video shows exactly
http://www.knittinghelp.com/video/pl...titch-close-up
Also it could be the way you cast on. What method are you using?