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You can create your paper bag curls before you go to sleep, and let them dry overnight. If you're going to be lounging around the house, you can also certainly put your curlers in in the morning and let them dry throughout the day. The most important thing is that your hair is completely dry before removing the strips. If you're in a rush, you can run a blow dryer over your curlers. Keep your blow dryer on low or medium heat, and make sure to apply a heat protectant to your hair if you plan to do this. Once you've felt your curls and determined your hair is completely dry, it's time to untie your paper bags. Gently undo each knot and slowly unravel your rolled hair. Do this for your entire head. When you think you've untied them all, run your hands through your hair to ensure there isn't any paper left in your hair. Keep a recycling bin near by so you can toss your paper strips into it as you remove them. Don't brush your curls out, because you'll undo the structure of each curl and create a frizzy mess. Instead, gently run your hands through your hair, playing with your curls until you've smoothed and tamed them to your satisfaction. If you like, you can spritz a little bit of hairspray on your curls to ensure they hold up for the entire day. Your curls may be tight when you first remove the paper bags, but over time they will loosen and fall into looser, softer curls.
Let your hair dry. Unwrap each curl. Style your curls with your fingers.