Pull your hair into a ponytail, the base of which should be where you want the bun to sit on your head. If you want a low bun on the nape of your neck, gather the ponytail there, if you want it on top of your head, gather the ponytail there. You might want to use an elastic to hold the hair in the ponytail, after you become an expert you won’t need that elastic.
Holding the ponytail by the end, twist into a tight rope and keep twisting it until it starts to twist up onto itself. (That probably doesn’t make sense in print, but in practice you should be able to see what I mean) Then, wrap the twisted rope around the base of the ponytail tightly,like a coiled snake. This is your bun. If you want it to be neat, you should slip another elastic around the whole thing to hold it. This will work well if you have thick hair, probably not so much if you have thin or fine hair.
The pen/pencil through the bun is my favorite look, but it is a little messier than other holding methods.
You stick the pen straight down into your head (don’t stab yourself!) through one side of the bun. So if you’re looking at the bun from above like a pie, stick the pen straight down into your head through the top right corner of the bun. Use the point of the pen to pick up some hair close to your scalp, and then bring the point up through the bottom leftcorner of the bun. This might take some practice. If you take too much hair close to your scalp, it will feel like your hair is being pulled out. If you take too little, your bun will fall out.