This is a very common problem with beginning knitters! I teach knitting and this happens all the time. I'll try my best to explain...
(I am assuming that you are knitting with the "throw" stitch. If you are knitting continental style, things may be a bit different.)
1. When you get to the end of each row, drop the yarn from your right hand.
2. Transfer the needle with the knitted fabric on it to your left hand as to prepare to knit the next row.
3. Pull the skein yarn straight down with your right hand before you pick it up to prepare to knit.
4. Now, if the base of the first stitch looks larger than the others, just ignore it. Do NOT wrap the yarn around the left-hand needle to "fix it". Just let it be. This is okay!
It's tempting to want to do so because it looks out of place. When you "wrap" the yarn to make it tighter, you are adding one stitch by removing the one original stitch and replacing it with the front and back loops of the lower stitch. Make sense?
This is hard to explain without a demonstration. If the explaination above is as clear as mud and if you are still having problems, PM me and I'll see if I can help you out further.
Good Luck!