You need your wig of course XD
Some wigs have more color tones, so for those, this is rarely a must, but this wig is solid orange, and the 'crown' is very much visible, and looks very unnatural.
Magic sharpers (Using a brown one here), I know this isn't something that you don't really have around, unless you have more creative streaks (This one is happily borrowed from Zuumie xD)
the easiest way, is to use the light end, to softly stroke against the hair. Some sharpies doesn't 'stain' all that well, some does, so it's really about trying out what's best for the wig you're using.
You can see I've stained the roots in choppy patterns, and also the small cap, just to darken it all a little.
You should also remember to layer, so you dye roots that isn't visible just now, but will be with movement, this gives depth to the wig.
And here without a flash, in natural light.
As you can see, I've also dyed in streaks, but that's another tale for another time.
Hope this is of help to some of you, there's alot of different ways to go about this, so you gotta be patient, and make your own way :3