Ok, I'll tell you what I do. I always refer to the expert first.
When I have to attach yarn as you are doing now, I make a slip knot in my yarn, and when I make my first stitch, I pull the loop of the slip knot through. It gives me a little security that the yarn won't come through entirely. Then just keep knitting with the yarn you've just attached.
Or, you can just start knitting and tighten up that stitch later.
Another thing I do is use the tail end of the new yarn for the second stitch as a way to secure it.