I purchased an oblique pen holder and some nibs (from John Neal Books) appropriate for Copperplate and Spencerian calligraphy, the two most popular hands for wedding purposes. This is definitely new territory for me.
Thicks and thins are produced by pressure of pen to paper, somewhat akin to the volume of a note on a piano. The middle of the nib spreads a bit as you add pressure, thereby providing a thicker line. In medieval calligraphy, pushing so hard the nib spreads is a big no-no - you'll only serve to damage your paper/parchment and the nibs, and make ink spit all over your work. These nibs, however, are very flexible and don't have ink reservoirs that helps prevent spitting but leads to constant dipping.
The oblique holder is supposed to help you obtain the angled lettering. This is something I need serious practice with, as all my calligraphy experience has trained my hand to do everything on a vertical line. I'll have to pick up some angled practice paper to help out, as my consistency is crap. My flourishes are also very infantile, but I'm more concerned with mastering the basics before going there.
So in short, I have a lot of work ahead of me, but it's awesome and exciting!