How to Get Taylor Swift's Hairstyle Step by Step

Twist the part of the rod/stick at the scalp in the opposite direction of the way you rolled it. This secures the rod/stick. Finish this section and continue to do the rest of the head.
If you're using heated sticks, wait until they cool and unwrap hair carefully.

If you're using flexi rods, they're even soft enough to sleep on. In the morning take them out carefully.
Then run your fingers through the curls to give them a natural look.
Finish curls with shine spray, insisting a bit more at the ends.