I start by blow drying my hair straight. It keeps my hair from being frizzy (my natural wave is a big ol' frizzy mess).
You can use any size curling iron.
I grab a section of hair - the larger the section the looser the curl, the smaller the section the tighter the curl.
I turn the curling iron upside down, place it behind the hair and wrap the hair around the curling iron away from my face.
I just continue this over and over until all my hair is curly.
When you remove the hair from the iron you can hold in into your head until it cools or let the hair fall. Again, this will just result in tighter or looser curls.
If your hair is hard to curl you have a second option. You still hold the curling iron upside down but you will open the curling iron, put your hair inside the clamp and closing it. It'll allow heat to get to the outside of the hair and will end up in a curly result.
Run your fingers through your hair once it's all curled and you're good to go!
I don't use any products in my hair but you can play around and figure out what you like.
In Conclusion: I have been doing my hair this way for five years and I have no idea how to explain the process so if you have any questions email me at email@example.com.