The only connection between your hands and the YoYo is the string. The string is really the only tool you have to work with in controlling the YoYo. Choose it carefully, prepare it well, and replace it often. These strings are easy on the fingers and work very well with the common soft wood axles.
Strings are inexpensive, so keep a generous supply on hand.
This procedure assures you that there are no kinks in the string and no uneven winds anywhere near the YoYo and certainly none in the YoYo groove. The YoYo string always needs to be retired before it dies. Any of these conditions will downgrade the performance of your YoYo. Many YoYo players use strings far beyond their effective and useful life. Don't make that mistake.