You didn't put a link in. The length for circulars will be different, depending on what you're making; the size will be given in the pattern, and will depend somewhat on what gauge you get with the yarn and needle combination, especially for socks. Some people knit very tight and will need to use a 3 for socks, while someone else who knits loose will have to use a 0 or 1 with the same yarn. With blankets, if you're using a heavier yarn, like a worsted, you'd probably like a looser knit than for a sweater so would use a 9 or maybe 10. Different weights (thicknesses) of yarn will use a different needle size. So if you were making a hat or scarf with thin yarn you'd use a smaller needle than if you used a medium or bulky yarn.
For a hat, some people like 16" length, but you have to use dpns, a longer circular or a second circ to finish the top after you dec because you go down to about 12 sts or so and that won't fit around a 16". If you use a longer needle - 24 to 36" you can make the hat, (or socks or mitts) by using the magic loop method which is shown on the Advanced techniques page. Or pull out one loop for the 24" needle. A blanket can be done on a 29-40" needle - I prefer 32-36" because 40" is too much cord in the way, but others like them that long. So it's all very relative. A lot depends on the pattern, the yarn and what size you're making.
To join in the round with dpns, you take the cast on sts with the working yarn in your right hand and the other needle in the left hand and just knit. When you're on the last needle of the first round, check your stitches to make sure they're not twisted around the needles (they may do that where the needles meet) and straighten them out, putting the twist between the last and first stitch.