Most sweaters, hats etc. have a ribbed edge, which stops the knitted piece from curling up. It is also stretchy. If you don't want a stretchy hem or sleeve cuff there is an alternative. It is called the "picot" edge. Here is how to achieve it.
I have cast on 21 stitches for the example in red and 30 stitches for the example in blue, but you would need to cast on the number of stitches given in whatever pattern you may be using.
For the red piece I used 5 mm needles and for the blue 3 mm.
Step 1: Knit Five rows
Knit 5 rows in stockinette stitch. (i.e. one row plain and one row purl, ending with a plain row) These rows will be the rows that "turn under".