If it's the end of the first row, it'll get less loose as you knit more rows above it, then even out when you wash the item. If every row is like that, try starting the beginning of a row this way - work the first stitch, tug the yarn a little then do the next couple of stitches a little tighter. That evens out the edge sts very nicely.
Usually that loose thread goes away with practice but sometimes it still hangs around. If the edges are going to be seamed, it won't matter because the edge stitches will wind up in the seam. If the edge will show as in a scarf, you can slip the first stitch in the row and knit the last stitch. That evens out both edges and gives you a nice chain up the sides.