There are a few different ways to start your locs. The method you decide to use should match your lifestyle and preferences.
One of the simplest ways to grow locs is to simply stop combing or detangling your hair. Each time you wash it, pull your hair apart into sections. Your hair will naturally mat up in sections as you go longer and longer with little manipulation. Advantages: freeforming leads to very thick, full, unique locs. Disadvantages: using the freeforming method you are giving your hair only minimal direction so it will be fuzzy and frizzy. If you want neat hair, this is a disadvantage.
Comb coils are created using a rat tail comb to form coils, also known as single strand twists. Advantage: with regular grooming you will have perfectly cylindrical locs - if that's the look you're going for. Disadvantage: comb coils unravel fairly easily with shampooing, swimming, rain, etc, and comb coils can be difficult to do on looser hair textures.
Two Strand Twists
Two strand twists can be used to start locs. Advantage: two strand twists sometimes work on hair textures that don't lend themselves to comb coils. Disadvantage: locs started with two strand twists may be prone to "bumpyness," ie may not be perfectly cylindrical.
Locs can be started with braids, simply by box braiding the hair and never taking them out. Cherie King's Bradelocz method streamlines this process. Advantage: you can swim, exercise, and run through the rain without unraveling. Bradelocz may also work well on looser hair textures. Disadvantage: Bradelocz may retain the braided pattern for a long time, if not forever. If you don't want that, this is a disadvantage.
A Sisterlocks (tm) consultant can start your Sisterlocks using a patented method of intertwining the hair. Advantages: those who like small locs typically like the small size of Sisterlocks. Disadvantages: Sisterlocks (tm) can cost $300 - $600 or more to start, and you need to take a retightening class in order to retighten them yourself at home.
These methods of growing locs are a bit controversial but do work.
Extensions to Loc
You can get either kinky twist or braided extensions, and twist your roots as they grow out. Gradually cut off the ends of the extension hair until all that remains is your loced hair.
Perm to Locs
Two strand twist, braid, or Sisterlock your hair with permed ends, and cut off the ends gradually as your locked hair grows out. It may be difficult to keep the permed ends from unravelling - elastic bands or products may be used