If you are learning to crochet find your comfortable position for holding the hook and yarn. There is not just one way to do it. The "most common" ways are to hold the hook like a pencil or a knife, but some people find different ways to hold the hook and yarn more comfortable.
Make sure it's comfortable because crochet should not hurt. If your hands hurt whenever you crochet (unless you've been marathon crocheting) you may need to adjust your technique. If pain persists, I suggest seeing your doctor, you may have a problem that is more serious!
Find your comfort spot, your comfort zone and your comfort position and enjoy!