CO stands for cast on.
There are a lot of different cast on methods but one of the most common cast on methods is the ‘knitted cast on’.
Start with a slip knot leaving a little tail of yarn. Put this slip knot on your left needle and have an empty needle in your right hand. Go in to your slip knot from the left side on your left needle with needle pushing away from you, wrap your yarn around the back needle, scoop up the new stitch and pull that new loop nice and long.
You’re now going to twist the stitch like this and put it onto your left needle. You can continue in this way, knitting into the first stitch on your left needle, bringing through a new loop, twisting it and putting it on the left needle with your other stitches.