Here are my short, simple directions.
1. Wash your hair, let it air dry most of the way (or use day-old hair and just spray it to get it a little damp). Use some anti-frizz.
2. Place a headband around the crown, on top of your hair, across your forehead like so:
3. Loop your hair in sections, swooping away from your face, through the headband. The bigger the sections and the looser you fasten the hair, the more bouncy and loose your curls will be (more like a wave). The tighter you wind the hair, obviously the tighter the curl.
People with thicker or longer hair may need to use two headbands. There are tutorials online for that method, too.
Once all the hair is in place, it'll look like this:
4. Pull the headband back so you don't have a line on your forehead. Sleep on it! It's a lot more comfortable than sleeping on socks. Remember when I used to do sock curls?
You'll look hot in the morning, sort of like this:
5. Take of the headband and comb through the curls!