Total newbie question about sport weight yarn

knit-a-holic was kind enough to direct me to a pattern for a cute baby blanket. Wavy Boxes Baby Blanket Handily enough, I just purchased several skeins of Bernat Baby Coordinates yarn at Michael’s on clearance. My question is, how do you knit with two strands? I’m assuming you use two skeins and pull from both, but do you need to twist the yarn together or just hold it together or does it even matter?

I just hold the two strands together. If they are both the same colour, you won’t notice the difference. If they are different, you will get a bit of a random tweeded effect.