You need a yarn needle. They are fatter than a traditional sewing needle.
Cut the yarn and leave an 8-10 inch tail. Thread the yarn needle and and work it through the loops on your knitting needles and take them out then pull the yarn snugly, but not tight. Go through the loops again and then take it to the inside and weave in the end.
Thread the tail at the bottom and weave it in on the inside.