How do I change color in the middle of a row without leaving a space between the colors
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Are you knitting flat or in the round? What are you making? The simple answer is you just start knitting with the new color.
It sounds like you’re trying to do intarsia, and you have to twist the yarns to prevent the hole. Hold your working yarn over to the left and bring the new color up from under it on both sides and you’ll twist automatically.
Check out Amy’s video on intarsia, too.