THE PEN
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Hold your Calligraphy pen much like you would hold an ordinary pen. There is no right
or wrong way -
You will need to keep the entire width of the calligraphy nib in contact with the
paper as you write, this is what causes the difference in the thickness of the lines.
You may need to adjust your grip slightly to compensate for this.
Rather than rotating your wrist as you write, try pulling and pushing the pen from the elbow. There will be some wrist movement but you will get used to what you are doing, and why, as you practise. If your thick line looks ragged, the chances are that you lifted one corner of the pen nib.
The dip nib is designed to be pulled or moved sideways. If you push the nib upwards you will find it digs into the fibres of the paper and the ink will bleed and spread. You shouldn't need to apply much pressure to the pen when you write.
Some alphabets require the pen nib to be held at 
different angles relative to the
writing line. I find that if I twist the pen slightly in my grip this is enough for
the letters to look flatter or more slender.
The exercises in the pages on The Basics will help you practise this new way of writing. You will also learn how to form the shapes you need to 'write' the letters.
I prefer to think of Calligraphy as a form of drawing. You are drawing shapes rather than writing as such. Calligraphy is an art form and it is the expression of the artist in you that makes the 'picture'.