How to get curly/wavy hair by twirling it??

hi, i want to get waves/curls without using heat because i don't want to damage my hair even more so i tried twirling sections of my hair (about 4 sections) and putting it into a sort of bun and holding it there with a hair grip. i did this when my hair was wet. when i took it out it was slightly damp but i had the most beautiful curls/waves so i decided to go to sleep on them. in the morning i took the little buns out but my hair was pufy and had vey faint wave more like a kink. can someone tell me how i could of kept the curls in?? also if anyone does this to get their hair curly can you tell me EXACTLY how you do it and what products you use and if it works. should i of not slept on it?? or maybe put my hair in littleler sections like 8. should i let my hair dry naturally or blowdry it? plz answer! thanks!!!!