Use lined paper designed for calligraphy -- it's available at most craft stores. For each row of letters, calligraphy paper has four lines. Four lines create three spaces for each calligraphy letter, a top, a middle, and a bottom. Use the link in the Resources section to print calligraphy paper for free.
Write with either calligraphy markers or calligraphy pens. Calligraphy pens have removable nibs, and calligraphy kits come with nibs of various sizes. The nibs of these pens are dipped in liquid ink. If you are new to calligraphy, it is easier to use calligraphy markers. Calligraphy markers have a special tip, also called a nib. The nib is flat. You can find calligraphy markers with nibs of varying widths.
Hold the flat edge of the nib on your paper at a 45-degree angle. Uppercase letters are spaced evenly among the three sections on lined calligraphy paper. Lowercase letters are centered in the middle section. "Heads" such as the tall lines on "b" and "d" belong in the top section. "Tails" such as the lower lines on "g" and "j" are written in the bottom section.
Look at a chart of letters as an example, if you have one available to you. Copying a style can help you size the letters correctly.
Be patient with yourself, as calligraphy is challenging at first. Practice a lot, and you will get better.