Casting on is the most difficult part of knitting. That being said, it's not hard, just clumsy at first. Don't give up -- you might have to do it several times to get it right.
First you need to make a slip knot. Here's a good demonstration.
Next you need to cast on the right amount of stitches for your project. (That just means, putting stitches on your needle). Your slip knot counts as one stitch, so if you need fifteen stitches total, make one slip knot, then cast on fourteen stitches.
There is an excellent video demonstration here.