QUOTE
WARNING!!! Spinning reduces stress and promotes well being. It can also be habit forming and lead to obsessive behaviors such as, but not restricted to: caressing and hoarding all fibers; dying them with food colors and things from your garden or whatever you have laying about; spinning the fluffy bits of the weeds in your fields, the cotton wad in your vitamin bottles and even the lint from your dryer! Proceed with extreme caution!
This quote come from Lollipops they have a very good page on learning to spin.
http://www.handspinning.com/lollipops/spininst.htm
Here is a picture of the hand panted spindles they sell.

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Wolly designs Fancy Drop spindles look like this
http://www.woollydesigns.com/spindles/fancy.htm

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Here is a couple of pictures of mine from various manufactures
The first spindle is filled with a custom blend of Cotton and silk.
The spindle comes from The SilverGoose

All Metal Tahkli Spindle

Pear Tahkli Spindle
Schacht Spindle Co.

Turkish Drop Spindle

Light weight wooden spindle

This one is a beginners spindles that I make for the classes I have taught in the past

Pull out a small pinch of fiber and twist between the fingers you will notice that the more twist you add the stronger the fibers are as a whole become.
To spin on a drop spindle ( and that includes a pencil or dowel rod stuck through the center of an apple).

You will need a leader about 1 yard long. Tye to the shaft of the spindle and looped around the tip into a half hitch if there is not a hook provided.

Draft some fiber out then give the spindle a twist like you would for a top.
Just make sure your always spin in the same direction, otherwise your yarn will fall apart, resulting in a droped spindle.

Give the spindle a twist when you feel the twist building up between your fingers release the fingers closest to the spindle and let the twist run up the fibers to form yarn.
You may want to support the drop spindle on a surface when you first begin to spin. When you are Spinning and drafting fiber you can try to use the spindle while not supported again.

