Welcome to the forum!
The easiest way I know how to do this is to make a backward loop around your thumb and slip the loop onto the needle. Here's a demo:
http://www.knittinghelp.com/knitting/basic_techniques/
Scroll down to Backward Loop Cast On.
There are other ways, but as a new knitter, this is the easiest. Be sure you CO loosely, so you can knit it easily. You will just knit those stitches as you did the rest!
Good luck and have fun!