Step 1: Casting On
If possible, cast all your stitches onto one needle. You can put a tip protector or rubber band on the non-working end of the needle to keep stitches from falling off.
The reason for this is simple: You want your cast-on stitches to be as consistent in gauge and appearance as possible. Casting on multiple needles introduces the risk of slipped, twisted, or loose stitches at each needle join.
Step 2: Dividing Stitches onto Each Needle
Depending on which technique you use, you’ll want to divide your stitches evenly onto either three or four needles. The most common technique is to work on three needles and use the fourth needle for knitting, so that’s the technique I’ll describe here.
The easiest way to divide your stitches is to lay the needles flat on a table. You can fix any twists and then easily slide stitches onto the DPNs without much additional jostling.
Lay the work so that the left-most needle has your first cast-on stitches and the right-most needle has the working yarn.

Step 3: Join Needles
At this point you should have all your stitches evenly divided on the needles. They should be arranged in one long row on a flat surface, with the working yarn and final cast-on stitches on the right-most needle.
Give the stitches one final check to make sure they all face the same direction and haven’t twisted—something cast-on stitches love to do.
Now take the left needle in your left hand and the right needle in your right hand. Bring these two needles together, with the middle needle forming a triangle.

Something still seems odd, you say? That’s because you haven’t introduced the final, most essential element: the working needle! This is the extra needle you’ll use to knit your stitches.
Step 4: Begin Knitting in the Round
With the triangle still in place (the working yarn should be on your right), take a new, empty needle and begin knitting the stitches on the left needle. In doing so, you’ve joined the work and are now knitting in the round.

Don’t worry if there appears to be a gap in that first join. After a few rows it will tighten up, and you can fine-tune it later.
Congratulations, you did it!
Extra Tip: Beware of Ladders
You’ll need to knit the first and last stitches of each needle more tightly than the rest. This is because stitches have a tendency to loosen at the spot where two DPNs join, which can cause long “ladders” of loose stitches.
You can also randomly move the end stitches from one needle to the other so that there’s no clear join ridge. The only drawback here is that it can throw off your stitch count if you aren’t careful.
If at First You Don’t Succeed…
Your knitting may feel loose and precarious for the first few rounds, but don’t fret. Once you get going, these stitches will stay put and you can begin to gather speed.
This whole cast-on process gets significantly easier with time, so if you have problems at first, don’t give up. You’ll be glad you stuck with it.