When we buy yarn from indie dyers, it often comes in the form of a twisted hank: a giant loop of yarn twisted upon itself. Many dyers will dye their yarn like this, and let the buyer handle turning the twisted hank into whatever form they like to use best. Unfortunately, someone that is new to buying indie yarn might not know what to do with the yarn and try to use it before winding it into a ball or a cake! If you try to do that, it's only going to end in tears and frustration because the yarn will get knotted and tangled and you will have to spend more time untangling it than using it.
So you might be wondering... how do I get this yarn into a usable form?
Personally, I use a yarn swift and a ball winder. These two pieces of equipment make the process of turning the yarn into a useful state super easy. The yarn swift holds your yarn in place for you, so that the yarn doesn't tangle. If you don't have a yarn swift, you can also use the back of a chair, or you can loop the yarn around your knees -- or in a pinch, have someone hold the yarn between their hands as you wind it.
The ball winder is sort of what it sounds like. It's a bit of a misleading name, because it doesn't turn your yarn into a round ball, but into a square-ish "cake". These cakes have the advantage of being "center pull" - meaning your working yarn comes from the center of the cake. This is helpful, because your yarn won't be rolling around everywhere as you're trying to use it, and it can stay stationary, resting on top of a table, your chair, or wherever you happen to be using your yarn.
There are a few kinds of swifts - two main types are "umbrella" and "Amish". Umbrella swifts have a mechanism that opens and closes the swift much like an umbrella - pushing a little lever and pushing the mechanism up causes the "arms" of the swift to extend outward, to accommodate many different sized skeins. Amish swifts are usually made of wood, and have pegs that adjust to hold your yarn in place.
Before placing your yarn on the swift, you will want to make sure that the skein isn't twisted. If your yarn is twisted it will have a hard time being wound off the skein and into a ball or cake.
Once your yarn is on the switft, clip the ties that that hold the skein together, while being careful to not clip the yarn itself. Find the 'beginning' and 'end' of the yarn - they are often combined with one of the ties.
Most ball winders will have a tensioning arm - this sometimes looks like a metal post with a little coil on the end. Thread the end of the yarn through the tensioning arm and into the slot in the top of the winder. This piece of yarn will eventually become your working yarn that leaves the center of the cake.
Now, slowly turn the handle on the ball winder. This should pull the yarn off of the swift, through the tensioning arm, and begin to wrap around the center post of the winder. Then, just keep turning the handle until there is no more yarn left on the swift! Try not to give into the temptation to turn the winder too fast - too much speed may make the yarn fly off the ball winder and go rolling across your floor... and then you'll have to start over (ask me how I know...!) When you reach the end of the yarn, I like to wrap the tail around the middle of the cake a few times, and then tuck the end in. Then, holding the piece of yarn that goes across the center post, pull the cake off of the winder. Now, you're ready to work!