I am so appreciative when someone admits to not being an expert, as then I feel like I can better relate to the demonstration! As far as I'm concerned, you did a fantastic job of curling your wig! Your honesty is so refreshing!!
I saw someone else use that same curler, and the tip she gave to avoid straight ends is to roll the hair into the curler, then slightly loosen it and roll the little ends up into the curler.