From your sig, guessing your name might be Dan, Hi and welcome to the addiction. The CA finish can be done in as many ways as there are people doing it. My preferred way, coat the wood blank with BLO after finished turning round and required dry sanding thru 400 grit paper. Use a liberal amount of BLO and allow to soak in then wipe off the excess. Apply a large drop of BLO onto a brown paper napkin (Taco Bell style) folded into a 1" wide strip, then 2 - 3 drops of thin CA on top of the BLO. OOPS, almost forgot, ALWAYS WEAR PROTECTIVE GLOVES, latex, poly or those blue ones, can't spell. Wipe this mix from one end to the other with teh blank turning about 1000 rpm until the shine comes back. There should be an odor come off the blank that will make your eyes water and sting your nose. That shows the CA is setting well. Repeat 4 more times. Then start the same thing with Medium CA. Do this for at least 6 layers. The BLO acts as a mild accelerator for the CA. Use a new spot on the napkin for each application, otherwise you stand a good chance of getting setup CA in your finish causing a bump that must be sanded out. Once you have all the CA onboard you wish, then start using your 1500 MM wet with the lathe off sanding length ways and turning the lathe by hand until you see a even satin coating with no shiny spots. Your finish is now level. Now turn on your lathe and continue with the rest of the grits of MM wet. Your sanding time must be developed to your timing and pressure used. I usually give each grit after teh 1500 about 10 to 15 seconds. Your time will be different. Once finished, I dry the blank and check for dull spots. When I find them, I know that I sanded through all the finish and more must be applied. Not fun, but easily fixed with more CA. Then off to the polishing stage. I use Plastex on a piece of wool cloth, usually twice to get the shine I like. As I stated at the beginning, this is my way. Everyone here has their own and you will develop yours. Keep at it. For practice, you do not have to use a pen kit. Just drill a 1/4" hole in some wood, turn it round and smooth and then apply the finish. Turn it off and do it again. Great practice and no damage done to the pen kit or the pocket book. Keep at it and show some pictures.
Charles