The typical way of starting to work in the round is less than ideal for amigurumi. The standard way is to make a slip knot, chain 2, and then single crochet six times into the first stitch. Why isn't this the best? It leaves an icky hole that lets stuffing poke through. Not so good.
A number of ways have been devised to solve this problem, one of which is the magic ring. However, doing this requires a fancy new technique, and altering your crochet patterns, because you are no longer chaining 2, and then single crocheting into the first stitch. That's why I teach my students what is called 'the sloppy slip knot'. It solves all these problems, and is an easy way to get no hole! Let's get started!
To begin, don't make a slip knot. Instead, simply twist the yarn once around your crochet hook, as pictured. Now, continue on as usual. Chain two stitches, and single crochet six times into the first stitch.
Here's the magic part. Just pull the tail, and your hole closes up! Because you aren't starting with a knot, the start yarn is easily pulled shut, as pictured on the right. And don't worry, the hole won't slip open over time.
It's easy! And best of all, the 'sloppy slip knot' leaves you with a quick way to avoid that pesky hole that comes with working in the round.
You can see the video at: http://www.freshstitches.com/slipknot.php