When starting to yo-yo winding is probably the first thing you will learn. At first it is easiest to just wind the string around the yo-yo with your yo-hand whilst holding the yo-yo with your free-hand. With ball-bearing yo-yos you may need to place a finger of your free-hand over the gap of the yo-yo and loop the string once around the yo-yo to stop it from slipping as you try to wind it up.
Advanced winding methods
There are easier and faster ways of winding your yo-yo.
Start it spinning in a mount
To start it, take the yo-yo in your right hand, loop the string around your left, and set the yo-yo onto the string.
Now bring your left hand up, so that the yo-yo hangs in the string (Step 2). Slowly start to bring your right hand up, lowering your left. This should start the yo-yo to rotate counter-clockwise in our diagram. If it does not, slightly pinch the string in your left hand between your fingers. If the string leading to the yo-yo (red arrow) goes too slack, release your pinch a little.
The movement of your hands - especially that of the right - should accelerate and so should the rotation of the yo-yo. When it reaches your left hand (Step 4), you have two choices. Either take it into your left hand and add the final windings the traditional way, or quickly remove your left hand from the loop and let the yo-yo wind itself up (Steps 5 and 6). At first it eats up the loose string, then catch the yo-yo with your right hand, while it eats the rest. If done properly, the yo-yo should be properly wound up now.
Starting with a flick of your fingers
It is also possible to flick the yo-yo with the thumb of your free-hand to wind it up. With some yo-yos this will only start it spinning so you will have to tug it or bind it to make it return.
Kickstart on the floor
Another cool way to wind is to set the yo on the ground (so it stands vertically pointing away from you). Then put a bit of pressure on it with your foot (no muddy shoes!) and apply some tension to the string with your hand. As you pull the string up, snap down with your foot a bit as the yo releases, setting it spinning backwards. It is possible to wind the yo-yo completely this way.
As this method usually scratches the yo-yo, be careful, on what type of floor you do this.