If you are new to henna, it is a good idea to do a test before putting the gloppy stuff on your head. The easiest way to do this is to collect hair from your brush. The minimum amount of time is usually an hour or two, though some choose to wrap their hair in plastic and sleep with henna in their hair. I usually allow for 2-4 hours. I recommend splitting the hair from your brush into three piles if you can. Cover in henna and some plastic to keep it wet. Then rinse one section after two hours, another after three hours, and again at four hours. This should give you a good idea of the color you'll get with each passing hour. The first time you dye using henna, it is easier to have someone else applying the dye. Henna is similiar to mud in consistency, and it helps to have another set of hands. I also like to have someone check my neck and ears for any henna smudges. (Henna will stain your skin for a few days if you don't wipe it off.) Once you are used to using henna, it can easily be applied by yourself.
I recommend Henna for Hair for their great resources, as well as their store. Henna for Hair sells body art quality henna that is guaranteed to be free of any additives. They also have a wonderful mixing chart if you are looking to achieve a color other than red.
Here is one method to mixing and applying the hair dye:
This video shows how henna deepens after the dye process is finished. It starts as a more brassy orange, but after a couple days, it is a rich red. You can reapply henna to get rid of the orange in your roots, or just wait a couple days. The hair color shown in this video is very close to the color I get using henna.