First, I took the wig out of the packaging the day I got it and placed it on a baseball hat so it could stand on something similar to the shape of a head. When I started to style the wig all I mainly had to do was use some bobby pins to keep the front larger curls pinned up (they would fall down otherwise) and I used a lot of hair spray to keep everything in its place. I did remove the 2 pink ribbons though (it didn't match my outfit) and they came out fine, however one was already coming unglued from the wig... but other than that the wig held up perfectly all night!
On a side note: I think because I have long/thick hair... the wig couldn't stay on my head as well once I had it all up under the wig. It worked out fine when I would just place it on my head in a low pony-tail, but I did catch myself every once in a while throughout the night pulling the wig further down onto my head to keep it on correctly.