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To create pin curls, you must start with evenly damp hair. Although you can just spray your hair to wet it, washing it will give you a clean slate and your curls will last for longer.  Towel dry hair after your wash to remove excess water. If you have very thick hair, give a little time for your hair to air-dry before creating the curls. You may need to mist the ends lightly to get even dampness in this case. The goal is to have your hair completely dry before removing the pins, so if you feel it is too wet let it dry a bit first. This goes even if you hair is not incredibly thick. You can also apply a setting lotion or thin styling gel to help the curls hold. This will prevent your hair from becoming frizzy and any of the pins from coming loose.  Try using a cotton scarf or bandana, so that it will absorb some of the moisture from your hair. This will also reduce the static cling created from the friction of the scarf on your hair. If you put your pin curls in at night, sleep with the scarf in. Make sure that it is secure enough that it won’t slip from your head while you snooze. It is easiest to create your pin curls at night before you go to bed and then sleep on them. You can also just sit around and wait for them to dry. Regardless of when you set your curls, be sure that your hair is completely dry before you remove the pins.  Avoid using a hair-dryer on your pin-curls, as it will make your hair frizzier and lose its curl. If you’re in a hurry,  use a diffuser on your dryer to minimize frizz. Make sure the dryer is on the lowest setting.  If your hair is still damp, give it more time to air dry. Test one of your curls to see if it is dry enough. Remove the pins from the single curl, and unravel your hair. Check to verify that the entire strand is dry. If it is, your pin curls are ready.
Wash your hair. Wrap your head in a scarf or bandana. Wait several hours.