I just did my first circular project too. The whole "joining" this was kind of a non-event. Basically once you have your stitches cast on and you're ready to start, you want your working yarn to be on your right needle, so as you knit the first stitch off the left needle, the fact that the working yarn is on the right joins the two. It's waaaaay less complicated than it sounds. It'll make sense once you start doing it.