Knitting with 2 strands

I want to knit with 2 strands together. I understand the holding of the yarn but do you have to cast on with both strands together.

Usually you do cast on with both strands together to maintain the weight and tension in the cast on but you don’t have to. You could cast on with one strand and then work the succeeding rows with the double strand if that is what you prefer and depending on what you are making. I would cast on loosely in that case, probably on a larger size needle. You probably don’t want the cast on to pull in more tightly that the body of the item.
Casting on with two strands of yarn isn’t difficult if that’s the reason for your question. Just think of it as a twisted single strand and do everything as usual for the cast on.

It’ll be better if you use both strands to CO; a single strand would be a bit flimsier on the edge.

Yep! I’ve been knitting hats for charity from my stash and many of them have been knit with double strands. I cast on and knit with two strands.