You can form a ball by rolling up a skein or a piece of felting wool. Pinch the ball closed with one hand, and then start poking with your needle with the other hand. Regularly remove the needle and rotate the ball and then resume poking evenly. (Be careful not to rotate the ball while the needle is inserted!) Eventually, you won't need to keep pinching it closed and you can poke your needle at the pinching point to firm it up there as well. As the ball forms, you can also roll it between your palms to make it round. Keep rotating to ensure the ball is evenly firmed and mostly spherical.