How to curl long, fine hair?

I have very healthy, very long fine hair. When I say “long,” I mean I can tuck it in my waistband. I bought a ceramic curling iron with a wide diameter, partly because when I use a thin one my hair wraps around so thickly that most of it doesn’t get hot. I’ve tried using hairspray, but it still goes limp. I don’t want to have to use so much hairspray that my hair is completely stiff and crunchy. What am I doing wrong?