There are several ways to snug the join as has been mentioned, but if you just start knitting and get the two needles as close to each other as you can on that first round and the next couple it all works out quite nicely anyhow. Yes, you may still see the spot, but when you work in the tail you can make it look very nice anyhow.
I think all the methods work fine. Use whichever you like, but I've read that some folks prefer just to start knitting because the other things you do make a thicker place that will always be noticeable. I don't know that I agree with that (rather nit-picky), but try the different ways and see what you like best.