(This little tip has already been on this blog, but it is buried at the end of a long post on long-tail casting-on, and it's so neat that it deserves its own little entry.)
The point of this blog is to infest your mind with all the little improving viruses which currently infest mine. So here's the best way, in my mind, to make the first stitch in your casting on. (FYI: this also works for the first stitch in crocheting.)
If you make a simple loop, there's no knot, and a knot (even the slipknot recommended by most instructors as the first stitch of your cast-on) leaves a nasty little nub in your work--best avoided.
To start your cast on with a simple loop, just insert your needles and twist, and there's the first stitch, waiting on your needles. If the loop unwinds when you make the second stitch, that only means that you made the loop with the wrong end up. Twist it the other way and try again.
BTW: The illustration shows two needles because for many kinds of casting-on (long tail, in particular), it IS best to cast on over two needles.
(You have been reading TECHknitting on: "how to avoid the slipknot")