Winding a coil on a rod or coil tool gets easy quickly. I used to compress my coils after winding and dry burning, but now I stretch them a little while I have them on the coil tool, and then compress before dry burning. Leave a little space between the coils and you can use a stainless steel coil for power mode or TC mode.
You can always use a nail of the right size for your coil winding tool at first and switch later to a tool designed for winding coils. Coil sizes are all over the place between 2mm and 4mm with the individual preferences of vapers. Smaller coils are generally good for lower wattages and larger coils are better at higher wattages. Coil size dictates wick size and wick size determines how much juice the wick holds. I think you get more efficient vaporization of juice when the wick and coil size is matched to the power applied.
Cotton is a good material to start with when you begin to wind your own coils and make your own wicks. Cut a piece of cotton and size it to the coil you are using. Trial and error will perfect your ability to look at a coil and craft a wick that fits it well. Start by making a wick that's a little bigger than the coil you are using. Wet your fingers and twist the end of the wick to make it fit into the coil and use a twisting motion to get the wick through the coil. If the coil legs begin to bend as you do that, your wick is too large. Take it out and stretch it a little and try again. Once you get it through, move it back and forth a couple of millimeters to "size" the wick inside the coil. The inside of the coil will rub the wick and make it conform to the coil so that juice isn't starved by excess pressure and you end up with optimum juice feed and atomization.
Cotton expands when it's juiced up. Rayon shrinks as it get wetted with juice. Rayon needs to be a little tighter in the coil at first because it shrinks. Cotton should be snug, not overly tight.