As the name suggests, this join is worked in the 3rd loop. This can be a challenge for crocheters with a tight tension, however there are a few trick to make this easier.
You could for example make your last round in hdc, use a bigger hook than you usually would or make an effort to crocheting very loosely in this round. Alternatively, choosing a small hook for the join is very helpful too.
Though slow to work, the 3rd loop slip stitch join is a very easy yet effective way to connect squares.
It is particularly great to join squares of different colours, because it is invisible while at the same time creating a stunning 3D effect on the right side of your work.