Try as I might, I just cannot get the hang of double pointed needles! I have cast-on no less than 8 times and when I try to join the first stitch it keeps sliding off of the needles! I have no idea how you all are able to maneuver those four needles at the same time.
I want to knit some gloves for my mom and I have to use dpn’s for the fingers. I think I might start off with circular needles and then try to switch as I get to the fingers. Hopefully I can at least [I]do that[/I]
:hair:
2 things that might help…
use wooden DPNs (bamboo or birch) instead of metal. they’ll grip the stitches better on most yarn.
or
try magic looping or the 2-circulars methods. they work well for smaller diameter tubes, like fingers.
good luck! 
Do start with circulars needles. It’s much easier. When I get to thumbs and things I find switching to the dpn much easier than starting out with them. You might use them for the fingers too as X suggests.
For me the easiest way to learn was to start with a hat on circular needless. (A hat is bigger and less fiddly.) When I got to the decreasing part I switched to DPN.
It’s always hard to start a project with DPN, but it does get easier with practice.
I actually started something on DPN the other day, just for the heck of it. I knit one row flat before joining and it made a big difference. Joining for the first round? For me, forget it!
I know exactly what you mean. I stab myself constantly. I HATE them, lol. Every time I see a pattern that uses dpn’s I walk away…
Patterns written for dpn can be done on circs. Mark the beginning of each dpn’s stitches. One “needle” may well get split but you can still get the counts and work the stitches for each “needle” as directed.
I usually use circulars for everything EXCEPT very tiny things like fingers on gloves and a few other things.
If I’ve got a lot of stitches I always start with one row flat before joining so there is less likelihood of twisting the join.
I have only used my DPNs to close a hat a few times, and it was intimidating for me. I have two tips that only a beginner (like myself), simply because we are inexperienced and more likely to making rookie mistakes on DPNs until they master it. I taught myself how to knit via Youtube, and it was hard, but when it came to DPNs I had to watch twice the amount of videos as compared to any other technique in order to start to get it.
You do not have to start with 4 working needles, depending on the number of stitches you have. A larger cast-on means the stitches would be too close to the ends of the needles, and when you already feel clumsy with them that can be extremely frustrating.
A few people suggested that you should try a hat, just a plain beanie, to master that and you should, that is excellent advice.
This is the big one, once I realized this I mastered the DPNs in just a few rows. You know how it looks to have 4 working needles, they form a square, or even a triangle with three needles. You will notice that the ends of the needles cross over one another, meaning that if you were to lay it flat the left hand needle that holds all the coming stitches would be underneath the needle with the most recent stitches on the needle that would cross OVER at the end. Just watch a few youtube videos and pay attention to how the needles criss-cross at the ends, you will understand when you see it, I can’t describe this very well, haha. Actually, Here is a short page explaining everything with amazing clarity. You should at the very least watch the ‘how to knit with DPNs and do Cross-over Join’ and just watch how she holds the needles.
Fixed the link!
Good luck. 
SleepingCetra, thanks for the good advice. Would you please check your link and make sure it works? Sounds like a helpful page.
Woops, sorry about that. I fixed the link.
Many thanks! That’s a very helpful link, all in one place.