If I had to pick a number one question for beginners, this would be it. Everyone's last/first stitch is loose. I've found that by holding my yarn very taut for the first few stitches of the row it tends to wrap that first stitch around and make it tight.
You can also slip the first stitch of each row--this way it only gets knit every other row and it tightens up the edge.
Dealing with this is something that comes with experience, I think.