YouTuber Kayley Melissa has perfected the retro technique. It’s really easy to control, and get any size of curl or kind of curl you want.
Begin with damp hair and use your fingers to curl small sections of it upward into little circles, pinning them in place at the top of your head. Place the pin at the center of the curl to avoid dents the next morning. Once all your hair is pinned, use a bandana or wide cloth headband to protect your curls while you sleep.
When you wake up, take your hair down, break up with your fingers, and finish with a light-hold hairspray to keep it all in place.
Source: Kayley Melissa