Welcome to the forum!
It looks like your yarn is supplied as a hank. It should be wound into a ball in order to knit from it.
Some knitting ( LYS) stores will whined your hank or skein onto a ball for you, but is not so bad to use your knees or a chair upside down or two chairs back to back the needed distance apart.
Just lock the cats out of the room first.
Welcome to the site!