I agree with everybody else. It's whatever works best for you.
I have been told, "I've never seen anyone hold a needle like that" and "I don't know where you learned that because that isn't how I hold my needle". (That second one is from my mom, who taught me to crochet.)
I hold my yarn in my left hand, I'm not sure how I hold the needle in my right. I can picture it, but what I can't picture is how I hold my knitting needle. (I'm still a new knitter, lol) I'm too embarrassed to grab a couple of pens while I'm sitting here at work.
Let's say I hold them the same way.
My knitting instructor did say I took to it pretty quickly and she thought it might have been because I had "previous yarn experience".