To make the best possible connection, solder about three inches of 14 ga wire to the end of the 12 ga wire. (You can even use 16 ga wire!) Soldering means it will be an oxygen-free connection that will not degrade. The only reason I suggest three inches of wire instead of less is that the smaller diameter wire should be more flexible than the larger diameter, so you're building in in a bit of strain relief.
A properly done crimp connection will be just as good. To be picky, you need to look up crimp connections and learn how to do them correctly.
How about the negative effects of the smaller wire? Let's look at resistance...
12 ga wire is 1.588 ohms per thousand feet. 14 ga wire is 2.525 ohms per thousand feet. Doing some math: 2.525 inches of 12 ga has the same resistance as 1.588 inches of 14 ga wire. You should worry about using three inches of 14 ga exactly as much as you'd worry about using five inches of 12 gauge.
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