You've got it exactly. Just slip the stitches off the knitting needle, and onto the tapesty needle, and pull the yarn through the stitches. I like to knot it once on the inside, then go through those same stitches again before cutting the yarn.
If you are up for trying out double pointed needles, a basic hat is a great beginner project. There are also some hats knit on straight needles. These will have a seam running up the back. It is possible to sew the seam virtually invisibly. (I'll put up a video on how to do this one of these days.)
I added a couple new projects to the "Getting Started" page, and VERY soon (tomorrow probably) I will have dozens of new projects up on the Free Patterns page, including several beginner projects (which are labeled "beginner.")