If you have thin yarn, it's harder. I've been knitting for years, but the first time I tried laceweight, I couldn't knit with it single stranded or even doubled, I had to triple it to be comfortable. Now I can knit it single stranded on large needles.
It's just practice I think. Try different methods of holding yarn. I thread it through my fingers - over the index, under middle, over ring, and kind of curl up the little finger around it a little. I can't wrap it around a finger, it's way too tight and doesn't flow smoothly.