Step 1: start with wavy/messy hair. Now pull it up with a small clear elastic. I use these ones from Sephora:
Step 2: tease it. If you don't know how to tease your hair... It's probably time to learn. All you do is take a comb and comb the opposite way... So that's up. It's sort of ratting it but it works great for things like this. The more you tease your pony, the bigger your bun will be.
Step 3: twist it around. Don't make it too perfect! It's called a messy bun for a reason. When you've twisted it half way, pin it with a few bobby pins, and tuck it to where it's supposed to be. Now use the end and pin it some more... It's good to have a few hairs that aren't perfectly in place if you want a casual look.
Step 4: put your fly-aways down. ALERT!!! Pin the back of your hair down so it doesn't stick out so much! it really helps the whole look, at least it does on me.
I hope you try this! Even if you think your hair is too short, try it out because you never know if it would work! And if your hair is super long, just don't tease it too much (and use big bobby pins)