Misty, if it helps, maybe I can try explaining it a little. Cast on your stitches just like you normally would onto the needle. If you knit right-handed English style (that is, you hold your yarn with your right hand), your cast-on stitches and your yarn would be on your left
needle, right? Well, to knit in the round, you will want to put the needle with the cast-on stitches in your right
hand, and you will beginning knitting this way. It will seem awkward at first, but after you knit the first stitches, the yarn will still be held in your right hand, so you'll get over that having to switch the needles part quickly. You will still hold your yarn in your right hand and everything, and the yarn will automatically join itself together "in the round". The only thing is to be careful not to twist the stitches--that is, make sure all of the bottom of the stitches are hanging the same way. Sometimes when you knit in the round and go to join the work, the stitches can get twisted, and the only way to fix it is to rip out your work.
My first couple of hats I knit flat because I was really scared about trying double-pointed needles, but I'll tell you, there is nothing like knitting a hat in the round. It's MUCH easier once you get the hang of it--your hat is instantly done--no seams to sew up or anything, just a few ends to tuck in (which you'd have to do anyway even with knitting flat), and in order to do stockinette stitch in the round, you don't have to purl one row and knit the other row--all of your knitting is just plain knitting with no purling!
The only other thing I can think of to tell you is to put a stitch marker before you knit your first stitch. When you are ready to make your decreases, you will need to know where your first stitch was. You can use a contrasting piece of yarn as a stitch marker--it doesn't have to be anything fancy. When you knit that first stitch, what I always like to do is pull it a little bit tightly for the first few rounds since this is where you're joining the work together, and for some reason, mine seems a bit loose those first rounds; you want your work to look even throughout. Definitely check out Amy's video on knitting in the round--she also has a great video on double-pointed needles too which I used to get over my "DPN phobia"!