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Spray the ends of your hair with water to make it easier to keep them together. Then, place the rag at the tip of your hair and begin rolling under. At first it will be tricky and the tip will want to come out. Keep tucking it back in and roll your hair upward. Watching what you're doing in the mirror will help as you're first learning. If you struggle with using rags to curl your hair, purchase foam curlers instead. The process is exactly the same, only instead of tying a rag to set the curl you will instead clip a plastic cross-bar or special pin. Some people find sleeping on curlers to be uncomfortable or difficult. Remember that the size of the curler will determine how loose or tight the waves are. Big curlers make loose waves.
Roll 1 section of hair. Try using foam curlers.