Knitting yarn is often quite thick in comparison to the size of the eye of your wool needle, and so you need to know how to handle the yarn in order to thread the needle easily for sewing in ends.
If you do not have a needle threader to hand, fold the end of the yarn you want to sew into the garment over and push the needle up into the fold. Grip it between your finger and thumb.

Then push the folded end up into the eye of the needle. Eventually you will be able to pull the end of the yarn through the needle and sew up as normal.

There are several different kinds of needle threaders available, some have little wire loops on the end and others are flat metal pieces with narrow sections for small needles and larger sections for larger needles. It doesn't matter which you use as they all work in a similar way, but I find that eventually the wire ones will wear out. The flat metal ones don't.
If you're using a needle threader, put the needle onto the threader first.

Put the yarn through the wire loop or hook or space provided for the purpose.

Now pull the needle off the threader and the threader will pull the yarn through the eye of the needle!
This excellent reference book has masses of information about knitting techniques. It illustrates all the basic techniques and has a huge range of different ways to cast on and off and increase and decrease. A must for any knitter's bookcase!
This is another very good book which contains reference information on all the basics of how to knit and finish off a garment or item.

