Finishing skein of yarn and starting a new one

I am relatively new to knitting and am doing a baby blanket. I’m just about finished with my first skein of yarn and have no idea how to end that skein and start a new one. Please help!

You can loosely knot the ends together and start knitting with the new one, then either tie the knot more securely or weave in the ends. There’s several ideas on the Tips page under Joining Yarn.