Here's a great, in-depth set of instructions for making your own quill pen, from acquiring the feather to tempering the tube and cutting the nib.
Find pen orientation -- Hold the feather is you would a pen. I've found that the best thing is to follow the curve so that the point curves down instead of up. When it curves up and there's a bead of ink under the nib, if the angle is too low, the bead can touch the paper and spread everywhere. Also, the shape of the quill under the plume may affect how easy it is to hold. So figure out where the top of the pen should be.Link (Thanks, waffle_kid!)
It will actually work with the opposite curve, it's just a bit more awkward to get it to work easily, sometimes, though some folks like the way the tube curves through their grip the other way, so it's worth trying.