now, this is just the start of a ball, but if you're wanting to wind your own yarn balls/cakes, this is how i do it:
start by unwrapping your hank of yarn. i like to hang mine over my chair with the nice little knobs on top to hang over, although you can just hang over any chair back or even (in moments of weakness & desperation) drape it over your knees & hope for the best.using a nice cardboard core, either from paper towels or better yet from a package of aluminum foil (heavier & sturdier), drop the end of yarn down through the hole, make sure there's plenty hanging out the end so you don't have to fiddle with it slipping up.
then start by winding some yarn around, an inch or so wide. then make a quarter turn around and wrap some more, going another quarter turn and wrapping some more. i usually start the beginning by wrapping straight around the core, then make the turns & wrap at an angle from the one end to the other of the core. keep making these turns and wrapping until you're done.
pull the ball off of the core and the yarn that was down inside the core will be your center pull.
wah-lah. all finished!