Making a knit stitch in continental knitting isn't any more difficult than other methods of knitting, but it can be a new concept for American knitters and others who often learn the English method first.
The main difference between the two methods is that with English knitting you hold the yarn in your right hand and "throw" it over the needle, while with continental knitting you hold the yarn in your left hand and "pick" it as you form stitches.
There are several different ways to hold the yarn when working a stitch. Some people wrap the yarn completely around their index finger, while others wrap the yarn around the pinkie and then over the index finger. Experiment with different methods to find what's most comfortable for you.
Whichever method you choose, once you've got the yarn in place on your left hand and at the back of the work, and the needle with the stitches on it in your left hand, slide the empty right hand needle into the first stitch from front to back.