There are a few ways.
One is, if the yarn is wool, to wet both the old and new ends and weave them together a little bit, and then rub them together very vigorously. The heat and agitation should felt them together. Tug them apart a little to see if it's sturdy before you continue to knit.
If the yarns are the same colour, or you don't mind it looking a bit strange, knit with both yarns together for five or so stitches and then drop the end of the old yarn.
If you want it to look very neat and the colours are different, use a slip knot to tie the two yarns together and knit normally. Later, go back and undo the slip knot and use a large needle to stitch the ends into the work securely and invisibly.
Do you want to know how to bind off? Well, try looking it up on YouTube...its easier to understand it if you watch it than if you read it.
Skein
A skein of wool can come in different weights. There is not a specific amount of wool needed in a skein.
When the first ball of wool is close to the end, change it. Just finish the row you are on, then instead of using the first ball of wool, start knitting the next row with the second one. Leave a little bit of wool from each skein hanging off of the end of the row, and after knitting a few stitches, you can tie the two pieces of wool together. When you are done making the scarf, you can cut off the loose pieces that are left over from making the knot.
If knitting, layer the old and the new skein for about 4 stitches and knit through both skeins.
Skein is a non-standard length of spun fibre, which can be wool or any other fibre.
Are you knitting or etc. because chrocheting takes up lots of yarn
skein
A skein of geese is a group of geese IN FLIGHT
The Tangled Skein was created in 1901.
After yarn is spun it is wound into a skein on a niddy-noddy or skein winder. A skein is a coil of yarn wound like a garden hose, with a circumference usually of 1-2 yards. Before it is used for knitting, a skein is placed on a yarn swift which spins freely as the yarn is pulled from it, and the yarn is then wound into a center-pull ball, or cake with a nostapinne or ball winder. Alternately, an unwitting spouse can be used as a substitute swift by placing the skein of yarn over his hands and directing him to slowly move his hands side to side as the yarn is pulled off by the person winding. The back of a chair might also be used as a substitute swift. Commercially prepared yarns already wound into a center-pull tube-less cone are often mistakenly called "skeins" because they resemble skeins that have been twisted for storage and because they lack the cardboard core typical to cones.
The ISBN of With a Tangled Skein is 978-0345318848.
With a Tangled Skein has 280 pages.