Yeah, there are as many ways to hold yarn while crocheting as there are crocheters-from simply holding it in their non-dominant hand to intricately wrapping it around the fingers of their non-dominant hand. I'm an intricate wrapper, I can't help it, it's how I was taught by my mother and I've been doing it for more than forty years. As intricate as it is, it only takes about half a second to do it once it's learned.
I'll put up this picture that shows (hopefully) will show how I was taught. I will also include detailed written instructions.
First the picture:
Now the instructions. After you make your slip knot on your hook, you will pass the yarn between your pinky and your ring finger from the back of your hand, wrap around pinky and go between it and the ring finger again. Then pass the yarn under the ring finger and over the middle and index fingers. You will hold your work with your thumb and your middle finger and hold your index finger up to control the tension as you crochet.
I promise after you practice it a few times it will become as natural as breathing to wrap the yarn this way. Of course I don't advocate it over other ways, it's just the way I was taught, so it's how I hold it. You go ahead and hold it the way that's most comfortable for you. There is no right or wrong way to hold your yarn as you crochet, just like you can hold your hook in whatever way is most comfortable for you-whether it's holding it like a drumstick or whether you hold it like a pencil (I hold it like a pencil, BTW).
So, crochet away.