It doesn't really matter what scale you set the digital multimeter to when you start. If the setting is to low to read the actual resistance, the meter will typically show you a 1 on the screen, which means it the measured resistance is above the range you have selected. You can simply turn the dial to the next higher resistance scale until the 1 disappears.
On the other hand, you can start on a high scale, like the 1K ohm range, and if the resistance is in the single digits, it will show .001 ohms, which converts to 1 ohm. Then you can go ahead and change the dial to a lower scale for a more accurate reading.
The most accurate readings will be made when the scale is closest to the measured resistance. All meters vary a little, but start at the lowest scale, and turn the dial up, if you need to, until you get a good reading.