The slip knot is always the beginning step of crochet, in order to put a loop on your crochet hook. Make a loop about 4 inches from the end of your yarn and hold the loop together with a thumb and forefinger. Let the strand of yarn fall behind the loop. With crochet hook, draw the strand through the loop. Tighten loop around crochet hook by pulling the ends of the yarn. (Do not pull so tight that hook cannot pass through the loop easily.)
Source: Christmas Time Crochet, Craft Publications Volume 7317
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This video will show you how to begin with a slip knot.
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