That can be a challenge for sure! The easiest way is to do a center pull with the yarn, which is where you dig into the center of the yarn skein and find the yarn tail that’s buried in the center instead of using the one on the outside. It’s a little bit of a pain at first (and you might end up with yarn barf, lol) but that way your skeins don’t roll all over the place while you’re working and it really makes it easier.