How do I finish my cast-on row?

I literally just picked up my needles and have watched the video on casting-on using the Continental method. However, I am left with a long string hanging down. I tried just tying it to the other string, but that came loose. Is there a trick or an extra step I am missing? I want to start on the knit stitch!

Welcome to knitting! Just leave the tail hanging. Later on, you’ll weave it in when you’re done.