Melanie,
You should really spend a lot of time reading the library section of the forum. Find something that looks and sounds good to you then take the time to try it.
Now for CA....
If this is something you are going to try then you need to buy some micro mesh. The best way to buy it is in the 3" x 6" sheets and cut them in half. This will give you two sets of 3" x 3". Here are the grits: 1500, 1800, 2400, 3200, 3600, 4000, 6000, 8000, 12000.
First once your item is turned and ready to sand to final size turn the lathe down speed wise to around 500 rpms and sand with 220, 300, 400 then 600 grit paper. Wipe down your piece between grits with a clean cloth. I like to hit the piece with activator and wipe it down. This removes the dust and the activator help remove oil from the wood. After the 600 grit paper I switch to the micro mesh and go up through 3600. Continue to wipe down between grits.
Now take a paper towel and fold it in half then in half again then into thirds. This gives you a nice padded protection for your fingers. Hold this in your right hand under the item while it is turning as you would if you were lightly sanding. With the left hand quickly run a thin bead of thin CA across the top of the item. Run your right hand with the paper towel quickly accross the bottom of the item 4-5 times. Pull away the paper towel and set it down. It may smoke and might even ignite into flames so be ready just in case. lightly spray the item with activator then wipe down with a clean cloth. I like to use t-shirt material. You do this all with the lathe running and you will want to do 3-4 applications. This next step I do with wet micro mesh. I have two small plastic bowls with water. One bowl has the mesh I need to use the other is where the mesh goes once used.(it helps me keep what grit is next straight) This time I will start with the 1800 and work through 3600. If the surface seems a little too bumpy I will start with 1500. Again wipe down between grits. Repeat the CA applications again for 3-4 more coats. Most people will use medium or thick CA at this point, but it is easier to use the thin until you get use to it. The thick really helps if you have a wood that has inclusions that need filled. Anyway once you have 3-4 more coats applied you will sand the item again. This time I will sand up to 6000 grit. Again wipe down between coats and dont forget to sand with the grain with each grit. Now apply 4-5 more coats of thin CA as you did in the first step. Now you will sand all the way through the MM grits to 12000.
At this point you should have from 10-13 coats of CA. When I have a very open grain wood or something I want a very deep finish, then I will put as many as 24 coats on a pen. Also if you have a wood such as cottonwood and have some small inclusions, you can fill them with the thick CA so your item is smooth even where there are holes.
It will look pretty good at this point but it needs to be polished a step further. You will want to get a small bottle of Novus 2 polish. Put a small amount (like 1-2 drops)on a cotton cloth such as the t-shirt material mentioned above and polish your item on the lathe.
At this point you are done and have a VERY durable finish on your item. Try this a few times on something that does not have much shape to it such as a standard straight slim line. I know you are doing hair sticks but try it on something that does not have much shape to it so you can get use to applying the CA. I think if you are patient and don't get scared of the CA, you will like the results.
To the old timers on here, please feel free to add your own steps to this to help Melanie out. I am just a rookie at this but when I take my time I would compare my finish to most anyone. Also thanks to Bill B for giving me an instruction sheet on this.
Mike