I just made my first cap, with major help from Jan in CA! 
In doing so, I thought this was a good idea and thought I would share. Normally I would use stitch markers, but with baby yarn and size 3 and 4 needles, they stuck out too far, so I simply wove in the tail from the cast on as I went. When it came time to finish and I messed up, it was easy to find where to start from, I just followed the tail 
Here’s a pic:
