I sponge painted my dining room in three shades of green. It’s really simple and fun. I actally found a two pack of sea sponges in WalMart’s beauty aids dept. for $1.97! My advice would be to break off a smaller piece of sponge to get into the corners of the walls and the top and bottom edges.
Or hold a piece of cardboard against the ceiling or crown molding while you’re sponging that area, so you can get a nice finish without getting the paint on the ceiling. Don’t overload the sponge with paint, and just apply to wall moving your hand and wrist in various directions. A little paint goes a long way. There really is no right or wrong way, just make it to your liking.