We actually slept in these Coke can sized rollers. Every night. Looking back, I can't believe we did that, nor can I offer much advice as to how to get used to it. Perhaps it is a testament to the notion that you can get used to anything.
Please note - no blow dryers. We did not have that luxury. Oh, no, we sat under these monster hair dryers like the one pictured at left. You could read, but that was tough because you had to hold your head upright which meant you had to hold the book up by your face. You could watch TV, but not if you cared about the sound. These dryers were as loud as freight trains so you couldn't hear the TV. And no, we didn't have headphones.
Fortunately, we only used these for special occasions. Otherwise you just slept in your rollers. But if you had a hot date, you washed and rolled your hair and sat under the dryer - for say an hour depending on length.
We did have electric rollers (below) but they didn't give the poof that wet rolled and dryed delivered.
A word about the spit curls seen in many styles. you could use a hair clip or bobby pin and set just that strand. Or you could tape it to your face in exactly the curl size desired. Yes, you read that right. Plain old household tape did the trick.