Even if you weren't born with bouncy, glossy curls, you can always convince your hair to spring up for a day or two - all you need to do is use the right technique. There are many methods of curling your hair - you can use a curling iron, a flat iron, hair rollers, braids or scrunching - out of which curling iron method is outlined below:
Most curling irons will need a little time to heat up before you can use them. If you try to curl your hair with the iron before it reaches the correct temperature, the curls will not hold. Try to keep it at the lowest temperature possible though, to cause less damage to your hair.
Putting a hot iron on damp hair can seriously damage it — not because the iron is too hot, but because the water will turn to scalding steam. Play it safe, and completely dry your hair first. Run a blow dryer over any damp spots.
Start at the end of your hair and brush out the bottom few inches or centimeters, then work your way up until you can easily brush through the length of your hair. This reduces damage to you hair like split ends, fallout, etc.
If you regularly use heat to style your hair, it's really important that you use a heat protection spray. It will protect your hair from the damage caused by exposure to high temperatures and prevent it from becoming dry and frazzled looking.
Even if you have thin hair, you'll get better results if you work with small sections of hair. That way, you can make sure you're curling everything and curl in a more uniform style.