I'm an old hand, been henna-ing for many years now. I buy the pure stuff off Amazon, mix it up with a little hot water and a squeeze of lemon. My hair is naturally very dark sadly going rapidly grey but the henna gives it a deep mahogany shade, chestnut in the sunlight. Any greys go a brighter shade, sort of coppery. They also hold the colour less well unfortunately. A few pointers:
Be very cautious if you've used commercial dyes before. I've heard henna can clash with any residual dye and turn your hair a lovely shade of green! I've never used anything but henna so can't confirm or deny this.
Vaseline! You want Vaseline all around your hairline (not on your hair, obviously!) on your ears and the back of your neck. I use a cotton bud to cover my parting with it too. Any skin that isn't Vaselined that comes into contact will go orange, and stay orange.
For that reason, wear gloves when applying the stuff! I use an exfoliating cleansing wipe to make sure my hairline/neck/ears are henna free after it's all done, with my hair up in the shower cap.
If you sleep deeply, apply it before bed, sleep in it (old towel over pillow!) and wash it out first thing in the morning. It's uncomfortable hanging around for hours with a shower cap and a towel turban during the day, especially if you wear glasses because the arms are pressed against the side of your head. I always do it at night.
Don't wash it out too thoroughly. I mean you want to give it a good rinse to get rid of the actual henna, but don't shampoo that first day, give it time to sink in. I wash it out with water and conditioner (you'll want lots and lots of conditioner!) and then leave a thick layer of conditioner on and leave that for an hour, then wash again. I try not to use shampoo til the next day. With each shampoo the henna will lesson.
It smells. It really really smells. Sort of a sickly niff. Not much you can do about it, but be aware that it is a bit nauseating!
I love it though. My hair always looks and feels gorgeous the first couple of days. After that the roots start to fade, but I only redo it every 2 months.