I'm looking forward to seeing your hat. That sounds great!
As for your fingers, this is one of the times when helping over the internet is a bit harder than being in the same room. It does sound like you need to adjust how you are holding your circular needle. Can you possibly have someone take a picture of how you are holding your work? That might help. When I use a circular needle, my little fingers don't do much of the holding. My other fingers do most of that. I think my fingers actually stick out to the front of my hand slightly, like I am drinking tea at a fancy tea party.
People hold their yarn in all kinds of ways, too. Left hand, right hand, thrown, laced through the fingers, looped around a finger, etc. Does your finger being sore have anything to do with how you are holding your yarn, or just your needles?
The hardest thing I had to learn when I started knitting was to get my yarn tension right and not fight the yarn and needles. I had to learn to relax while knitting and not have such a death grip on those needles!
You could also try looking at some of the many knitting videos on YouTube.
www.youtube.com You could look at how some of the other knitters are holding their circular needles and yarn. That might help you.