When finishing a project, one thing you should never ever do is tie up loose ends. Knots are bad, as they are unreliable and leave a hard little nub in the work. If the knot comes undone, there is not sufficient yarn to reattach it. Instead the ends should be woven in.
What exactly does that mean? When ending one skein of yarn and starting another mid-row, leave the ends, or tails, at least 2 inches long on the outside of your work. There are many videos on the web describing exactly how to thread these tails, one at a time, into a yarn needle and weave it in. An important note is that the idea of doing this is to not see this end when you are done.
I saw a beautiful full size afghan at a county fair last year that they offering as a prize for a raffle. It was apparent that a lot of work had been put into it. Yet the ends, although woven in, were painfully obvious as they were woven into the adjoining color. The red yarn end was woven into the adjoining yellow, etc. This distracted from the final effect. I couldn't believe that someone would put that much time and effort into something and not finish it properly.
Another fair entry was a nicely crocheted sweater. It appeared to have holes in it that upon close inspection were actually where the ends were pulled too tightly before weaving. There is a simple solution to this error - hold the stitch the tail is coming from between your thumb and finger while weaving.
You want a finished crochet work to have continuity. Stitches of the same type should all be the same size. Ends should not peek out. It may take time and practice to find a technique that works for you, but the end result is well worth it.