Actually I didn't, for many years. First I learned to crochet. My Mom had a German friend, Anna, who came here after WWII. Anna was a knock-out cook who always had cookies or cake on hand and lots of patience, and she lived three blocks from us. Back in the 50's a 7-year old girl could walk all over town without anyone being afraid, let alone me, and the only restriction was that when the Waterworks whistle blew-- a mournful hooting that could be heard for miles-- then we had to scamper home for either lunch or dinner.
So I pestered Anna on a regular basis. First she showed me how to make snakes with crochet thread and a wooden spool with small nails driven in the top [now we use a plastic gizmo and call it I-cord.] Then I learned to crochet with thread around the edges of handkerchiefs. Much later, in my hippie days, crochet was one of many arts used to make presents for long-suffering family. Every decade or so I'd try to knit and it seemed sooooo sloooow and frustrating compared to crochet, which I could knock out by the yard. Finally, now in my dotage, I retired and realized that I had pretty well saturated the market for lap robes, and wanted to make something that would actually fit, like a sweater.
Enter the internet-- the wonderful instructional internet. Do you have any idea how many knitting videos there are on YouTube? Plus wonderful step by step diagrams. I discovered how to hold the yarn, and the knit stitch was easy. I discovered (OK, so I'm slow) that when you purl you have to Move The Yarn to The Front. Hey, nobody ever told me that.
So now I can knit. But I wouldn't be doing it if it weren't for Anna, my Mom, and a host of wonderful women behind the scenes.