I finished my first dpn project recently (the fetching gloves) and they turned out fine. Something I noticed, though, is that when knitting with dpns, the wrong side is always out for me. I have to turn it inside out to see what the outside will look like. It wasn't a big deal for fetching---it all looked fine when I was done---but one of my next projects will be a colorwork legwarmer set and I want to make sure it's easy to identify wrong side and right side. Is it normal that the object comes out on the wrong side when knitting with dpns?
Depends how you're holding your work. The first few rows it's easy to get it turned around, but if you try to knit with the needle tips up or facing you that may help. If you notice that you're working inside out, just flip it through to the outside.
I am actually having the same problem. I'm knitting a scarf that was on the cover of Vogue Knitting last year. It's knitted on DPNs, making small tubes that you weave together. When I knit the tubes to try and make stockinette stitch, it was also inside out. I figured out that I could purl each stitch rather than knit but this is taking forever! I don't quite understand what you mean about how to hold the needles. Is there a video that shows this? I'm having a hard time getting the videos to work right now.
If while you are knitting, and you find your project going away from you (your needles will be at the top of your project), you will end up with your project inside out. If your project is coming toward you (your needles will be on the bottom), then it will be right side out. Always remember how your knitting is facing when you set your knitting down and you won't have a problem of "switching" from knitting to purling. If it gets to confusing and you want to knit right side out, tuck the knitting from going away from you to coming toward you and you will see the right side.