Try to aim for having only a few inches of tail, but if it doesn't work out that way, you can knit it with the other yarn for a few stitches then cut it. You can cut it to about 3 inches and leave it to weave in later.
I loop it and do a overhand knot to get it out of the way. You'll need it to sew seams in when you start making garments/etc.
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