Help with sleeves for a cardigan

Hi, I am new here and was hoping someone could help me I think I am having a stupid moment. I have never made a sweater before and I don’t understand how to attach the sleeves now. In normal sewing you make a knot at the end of your thread before you start sewing or so I was taught. But what do you do with the thread on the sweater so that it doesnt pull through. Maybe I am not making sense I hope someone can understand what I mean. I need help bad. Thank you for any help at all with this.

I usually just leave a tail hanging, or kind of sew through the first stitch twice. Then I weave the tail in afterwards.

Knitty has an excellent article on attaching sleeves.