Very basic question for a beginner: is it really necessary to have the skein rolled into a ball? Can’t I just start knitting directly from the un-rolled skein?
Yarn comes in several different ways. If your yarn comes in a skein it may be one you can pull the yarn out from the inside (a center pull skein), but if it is or isn’t you can take the yarn off from the outside without balling it if you want to. I did that all through the last sweater I made. 
If it’s a hank of yarn - a big loop - you need to wind it into a ball. It tangles too much otherwise. But if it’s ina a loaf or flat patty or something, you you don’t need to rewind it. There’s a video on the Tips page on how to wind a centerpull ball.