Practice makes perfect! Or "better," anyway.
The basics of plying yarn are simple: you just take two or more strands of yarn, and twist them together in the opposite direction that they were spun. So for example if you spun your drop spindle clockwise to make your singles, you would need to spin it counter-clockwise to ply them together. (This is a pretty important bit!)
But the practicalities of plying can quickly become a tangled mess. Many sources advise beginners to start with the "Andean Bracelet" technique. This is basically a way to create a loose center-pull ball that happens to fit over your wrist. You ply from the first and last ends, and run the yarn off your wrist and through your fingers to adjust the tension and feed the yarn out.
This is a great technique, especially when you are plying a small amount of yarn, because it lets you ply all of it up without any leftovers. It's also easy to understand, and doesn't require any extra equipment. But what I found is that, since the yarn isn't under tension when it's around your wrist, the more tightly-spun bits of my yarn would leap up and twist around each other and soon my bracelet was a nasty ugly snarled mess.
A better option, which I found in Abby Franquemont's video version of "Respect the Spindle," is to wind off your singles into regular balls of yarn. If these bounce around when you're plying, you can put them in cups or bowls. The balls keep your singles under tension, and prevent all the nasty tangles that I experienced with the Andean Bracelet.
Eventually you may decide that you want something a little tidier, a little less likely to jounce around and intertwine as you ply. Wheel spinners use a tool called a "lazy kate" for this purpose. It holds the bobbins that the spinning wheel fills up. You will have to wrap the yarn onto your bobbins yourself, of course.
If you don't want to spend $30-$50 on a lazy kate, good news! You can create your own just by punching holes in the sides of a cardboard box! A shoebox will work well (and you can close the lid if, like myself, you need to protect your spinning from cats). You can either wind your singles onto knitting needles, or you can spin directly onto your "bobbin" by sliding a straw onto your spindle. When you're done spinning, you just slide the straw off the spindle and on to your spare knitting needles.