I purchased a drop spindle kit that included wool, spindle and instructions on eBay. I anxiously started spinning but soon became discouraged because it wasn't quite as easy as it sounded and the instructions didn't help.
I googled for drop spindle videos, to watch how others did it and these videos didn't help either, they just made it look so easy and no matter how hard I tried, it wasn't easy. I found myself constantly turning the spindle because it would not spin on it's own, except in the wrong direction.
I finally figured out that the spindle was just not heavy enough to continue to spin in a clockwise direction without a lot of help from me, but as I continued winding on the yarn, the spindle got heavier and would spin easier without unraveling what I had already spun.
The moral of this story is to buy a nice hard wood spindle and not a cheap kit.