Hope you know how to sharpen your tools.
IF you do, here's a couple tips:
After milling the ends, put thin CA on the ends and let it soak in, this will reinforce it, so it is less likely to split as you turn the nib and finial.
Turn the blank to round (without cracking it), might want to use a gouge, unless you are VERY comfortable with a skew. Once the blank is round, douse it with thin CA and let sit for a while. This will reinforce the blank and give you a better chance of survival.
Depending on the burl, there will frequently be voids. You can sand a slurry with CA and fill the voids with sawdust, or you can fill with contrasting powders. Start with the burls you think are least desirable - you will have a "learning curve". No point in wasting the BEST ones, first.
Good luck-