Odds are good once you've knit your first project or two (and maybe even before then) you'll need to join a new ball of yarn to your project in order to continue knitting.
Starting a New Ball at the Edge
The easiest way to do this, and the way that is most often recommended to new knitters, is simply to stop knitting with the old yarn when you get to the end of a row and near to the end of that yarn ball, then just start knitting with the new ball on the next row, leaving a tail of a few inches on each ball to weave in later.
The first stitch may be a little messy with this method, and if it feels really strange to start knitting with the second yarn ball you can hold onto both strands of yarn as you make the first stitch if you like to give you a feeling of more stability.
Some people don't like this method because they say weaving in your ends along the edges of the work can make it look bulky and messy.
Starting a New Ball in the Middle
If you'd like to try a different method, one I often use is what I call the overlap join.
This join is worked somewhere within the row. When you see that you're getting pretty close to the end of your first ball, pick up the yarn from the second ball. Overlap the two threads so that the tails are going opposite directions.
Knit three or four stitches with both yarns held together, leaving a tail of a few inches on each ball. Then drop the old yarn and continue knitting with the new yarn.
Once you've knit a couple of rows after the join, you can gently tug the work to even out the tension a bit to make those stitches knit with two strands look less bulky.
This makes a very secure join. When you're finished knitting, just weave in the ends as you normally would and you'll have a nice seamless join that no one should be able to notice.