Find an example of the alphabet written in Old English lettering. There are many sites online or you can find an example in a calligraphy book. The best examples show the order in which you should make your strokes. Since there are many styles of Old English lettering, choose the one that most appeals to you. One useful example is in the Resource section below.
Look at your calligraphy pen. Notice how the tip has a broad side and a thin side. Hold it so that the broad side faces the heel of your hand.
Go through the alphabet and practice writing every letter. Each letter is made up of a series of separate strokes. Follow your example closely. For the thinnest lines, slide the tip of your pen across the paper lengthwise. For the broadest lines, slide it across the paper width-wise. Turn the pen at different degrees to make lines of intermediate width. Practice each letter of the alphabet several times.
Write your name and other words and phrases, using the alphabet example as a guide. Try to memorize the way that the letters are written so that you do not need to consult the example in the future.