When you have more than one color on a row if you don't twist them somehow there will be a hole.
As you're knitting, and you need to change colors, insert your needle in the next stitch. Then while the new color is hanging down the back, hold the old color over to the left with your left hand. When you bring up the new color to knit with it, it will come up from under the old color. You are 'twisted.'