Ravelry: Kiss Me Good Bye Newsboy Slouchy pattern by Emylia Meade
Before learning this technique, I would just pull the end tightly and weave it in. That leaves a little bump in edge of the crochet. This technique show you how to "fake" a crochet stitch to connect the last stitch to the first stitch of the row, which looks awesome.
I use this all the time, so just had to repin it for others to learn, seriously once you master it, you'll never want to do it any other way. Also there are lots of photos and a video to help you learn. Foundation single crochet, this is an excellent tutorial for this fabulous method for your first two rows, keeps them from getting too tight, and it's very easy.