Start off by french braiding the side of your head that your hair is parted on.

Continue the braid.

Instead of  just braiding it down all the way, gather sections of hair and keep braiding. (Make sure to keep the braid close to the head. It's best if you make it tight.)

Now you can either continue the braid all the way down, or you can put it in a bun or side pony.

Here's some different angles of the finished product.