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You can do a Dutch braid on dry or damp hair, but it needs to be brushed and free of any knots or tangles. If you have any flyaways, lightly mist them with water or tame them with a smoothing product like a serum or pomade. Braiding on wet hair is a great way make your hair curly without using heat. You will have to let your hair dry completely before taking the braid out, however. Hold the right strand in your right hand, and the other 2 in your left hand. Let the middle strand drape over your middle finger, and hold the left strand against your palm with your pinkie. This will keep them separate. You will be starting your braid from the right side. If starting from the left is more comfortable for you, simply reverse everything.

Summary:
Start with neatly brushed, dry or damp hair. Split the section into 3 equal strands.