My hair curls when I scrunch it...Put gel in my hands and push the hair up toward the head, squish it in my hands; but this only works if your hair is curly by its nature, I think.
What you are looking for is a set? A way to style it curly? If your hair is coarse and resistant and you are looking to wet set, it will work but you need to let it get all the way dry in the set. All The Way Dry. Use long curlers like "Curlformers", gel the hair and wrap the hair onto the rollers, then let it dry completely. Take it down and don't mess with it much. Or try the pillow rollers but start when your hair is almost dry, put mousse in the hair and wrap it, cover with satin cap and go to bed, when you wake up take it down and don't mess with it much.
Good luck! Try scrunching with gel first, your hair may be curlier than you think.