I would just start knitting with it and weave in the end later. You can also knit a few stitches with the main yarn and tail to secure it. Or, if it's wool, you can felt the ends together.
"Trust the pattern!"
Time flies like an arrow, but fruit flies like a banana.
Hop aboard while we follow the cloud-covered van of knitting harmony, man!! Woooo!! --Hedgehog
IngridKH on Ravelry