If you use any products, like a leave-in conditioner, apply them while brushing out your hair.
Coarse hair generally requires a higher heat setting while fine hair should use a lower heat setting. It can take some trial and error to find the right heat setting for your hair, so be patient. As you get used to using your wand, you should find a heat setting that works for you.
If you also tend to use non-aerosol hairsprays or styling gels when styling your hair, apply these as well. Aerosol hairsprays should be used after the hair is curled.
Make sure the sections are roughly equal.
If the curl is tighter than you want, let it cool down before running your fingers through it to loosen it. Keep in mind that curls made with a curling wand do tend to loosen over time.
