Kitchener Stitch, also known as grafting, seems tricky until you do it a few times. To start off, cut the yarn that you've been knitting with, leaving a long tail.
Thread the tail onto a yarn needle. Place the needles with the stitches on them on top of each other, so that the wrong sides of the work are facing in toward each other.
Slide the yarn needle through the first stitch on the front needle as if to purl, leaving the stitch on the needle and pulling the yarn snug all the way through the stitch.