When you work the first stitch, especially of the first row, it will feel kind of loose. Just let the tail hang and go for it. Knitting the first row is the same as knitting any other row, so give it a shot and work a few rows.
If you're still having trouble, maybe you could post a picture of what you're getting? Then we might be able to see what's up.
Hang in there--you'll get it!