An amigurumi is created in parts and finally joined together. So when you finish each part do not weave in the yarn tail. Leave a long yarn tail so that it will be easy to join the pieces when all the parts are finished. The whip stitch can be used for joining. When you do the joining, all the yarn ends will get hidden inside the doll.
If you are changing color, be sure to secure the yarn so that it won't come loose. It is better to do a double knot there. Then insert the ends of the yarn inside the amigurumi so that it will not be visible.
Use a yarn needle or tapestry needle to sew the parts together. Then bring the end of the yarn through the other end of the body and pull tightly before creating a knot. The end will be pulled into the body and will not be visible. You can do the same with any embroidery thread you use on the amigurumi