well generally i will use two skeins but a lot of people just pull from the inside and outside to do it. When i do that though, i will only do it after i have wound it into a ball on my winder and can easily pull from the inside and out without fear of it tangling.
if the pattern says to use 2 throughout you will. i think most patterns if they start with two they continue that way.
and yup....just hold them together. easy peasey!