Begin by holding the calligraphy pen at a 45-degree angle between your thumb and index finger. You want the flat edge of the pen to rest at a diagonal on the page.
Write in downward strokes. There are no upward strokes in calligraphy. For example, if you are drawing the letter "O", begin by pulling the pen towards you to make a short curl for a flourish at the top, then pull the pen down in an open curve to form the left curve of the "O." Lift the pen off the paper and draw the right curve of the "O" with a down-stroke from the top of the flourish curl. The various gradients in line thickness come naturally from the sharp edge of the pen with downward strokes.
Keep your wrist in a 45-degree position. Move your arm to form the characters leaving your wrist locked in its position.
Consult a modern calligraphy stroke chart and practice each letter daily. You want to commit the various letter forms to muscle memory.