I just used 3 trouser socks for our first try at it. One on the top and 2 on the sides. She went to bed, giggling because she had socks in her head! :)
In the morning, I untied the socks and this is what it looked like...
Pretty cool, huh!!?? A couple nights later, we had my nieces over and decided to try our hand at it again. This time using a little thicker socks, which made for a little bigger curl.
Note: Please ignore my streaky mirror. Little hands were hard at work "helping" me clean! :)