The bookmarks are started with what I call a long tail. It is a cord knitted on either 2 or 3 stitches. You do not want the cord to be too thick. It will distort the shape of the book if it is too thick. If you like to work with really thick yarns then you may want to use a ribbon as the long tail.
I am using size 1 double pointed needles for this with sock weight yarn, very thin. Cast on 3 stitches using either the simple loop method or the knitted on method. Push the yarn to the other end of needle. Pull the excess yarn up the back of the stitches. AS you go to knit the first stitch make sure the excess yarn is between stitches and the yarn you are knitting with. As you knit the excess yarn will then be in the center of the cord. No need to worry about tying it off or weaving it in. For each row push the stitches to the opposite end of the needle and knit the 3 stitches off the needle. After you have knit a few rows pull the excess yarn up tight in the center. This will tighten the stitches together at the end of the tube. Continue to push the 3 stitches to the opposite end of the needle until you have desired length for you long tail. Anywhere from 9 to 12 inches. It depends on the height of the book how long you may want your bookmark.