Chinese calligraphy is both a written language and an art form. Each character or combination of characters, represents a specific word of concept. Yet, calligraphy makes them more than just a means of communication, as the word itself is often secondary to it's artistic value. Simple calligraphy sets are easy to use, and a good way for the novice calligrapher to get started.
Set out your paper, brushes, and ink. If your set does not come with it's own paper, plain white 11 x 17 makes a good practice surface before you move on to rice paper, canvas, or other more expensive media.
Take a couple of practice strokes with a dry brush, that is, without getting ink on the brush. This will help you get a feel for the strokes before committing to them.
Make your strokes from left to right, top to bottom. A good book will indicate stroke direction for each stroke that comprises an individual character, but this is the general pattern for all strokes.
Finish each stroke once you start it. In other words, don't pick up the brush and get ink in mid-stroke. This does not apply to the entire character, as some have over a dozen strokes and you will have to get more ink.
Follow the directions for making each stroke as presented in the book. Traditional Chinese reads from right to left, top to bottom across the page, so you may choose to work in that direction when practicing.