Use the empty needle to begin working the first round. You position the yarn based on your first stitch:
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Knit stitch: Make sure that the yarn is in back of your work.
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Purl stitch: Bring the yarn to the front between the needles, bring the empty needle under the yarn, and insert it to purl into the first stitch on the LH needle.
The first round or two may feel awkward, but when your piece begins to grow, the weight of your knitting will keep the needles nicely in place and you’ll cruise along.
When you knit on double-pointed needles, the stitches worked where the needles meet may be looser than the rest. Give an extra tug on the yarn while you work the first stitch on each needle and remember to tug again after you insert the needle into the second stitch. Or knit the first stitch or two from the next needle before switching to the empty needle.